3 papers
stat.ME2022
Factor-augmented model for functional data
Yuan Gao, Han Lin Shang, Yanrong Yang
We propose modeling raw functional data as a mixture of a smooth function and a high-dimensional factor component. The conventional approach to retrieving the smooth function from…
stat.ME2021
Factor-augmented Smoothing Model for Functional Data
Yuan Gao, Han Lin Shang, Yanrong Yang
We propose modeling raw functional data as a mixture of a smooth function and a highdimensional factor component. The conventional approach to retrieving the smooth function from t…
stat.ME2018
High-dimensional functional time series forecasting: An application to age-specific mortality rates
Yuan Gao, Han Lin Shang, Yanrong Yang
We address the problem of forecasting high-dimensional functional time series through a two-fold dimension reduction procedure. The difficulty of forecasting high-dimensional funct…