Search results for "functional linear regression"

showing 3 items of 3 documents

Functional Linear Regression

2018

This article presents a selected bibliography on functional linear regression (FLR) and highlights the key contributions from both applied and theoretical points of view. It first defines FLR in the case of a scalar response and shows how its modelization can also be extended to the case of a functional response. It then considers two kinds of estimation procedures for this slope parameter: projection-based estimators in which regularization is performed through dimension reduction, such as functional principal component regression, and penalized least squares estimators that take into account a penalized least squares minimization problem. The article proceeds by discussing the main asympt…

EstimationDimensionality reductionStatisticsFunctional linear regressionMathematicsQuantile
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Functional linear regression with functional rensponse application to prediction of electricity consumption

2008

Functional linear regression model linking observations of a functional response variable with measurements of an explanatory functional variable is considered. The slope function is estimated with a tensor product splines. Some computational issues are addressed by means of a simulation study. This model serves to analyze a real data set concerning electricity consumption in Sardinia. The interest lies in predicting either incoming weekend or incoming weekdays consumption curves if actual weekdays consumption is known.

Functional linear regression functional response ARH(1) penalized least squares B-splines electricity consumption in Sardegna.
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Electricity consumption prediction with functional linear regression using spline estimators

2010

A functional linear regression model linking observations of a functional response variable with measurements of an explanatory functional variable is considered. This model serves to analyse a real data set describing electricity consumption in Sardinia. The interest lies in predicting either oncoming weekends’ or oncoming weekdays’ consumption, provided actual weekdays’ consumption is known. A B-spline estimator of the functional parameter is used. Selected computational issues are addressed as well.

Statistics and Probabilitybusiness.industryB-splineEstimatorelectricity consumption in SardiniaSpline (mathematics)functional linear regressionfunctional responseB-splineARH(1)StatisticsEconometricspenalized least squareElectricityStatistics Probability and UncertaintybusinessFunctional linear regressionMathematicsJournal of Applied Statistics
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