2 citations · 3 across the 24 of their papers we have counts for
5 papers · 1 filter
A model sufficiency test using permutation entropy
Xin Huang, Han Lin Shang, David Pitt
Using the ordinal pattern concept in permutation entropy, we propose a model sufficiency test to study a given model's point prediction accuracy. Compared to some classical model s…
AR-sieve Bootstrap for High-dimensional Time Series
Daning Bi, Han Lin Shang, Yanrong Yang +1
This paper proposes a new AR-sieve bootstrap approach to high-dimensional time series. The major challenge of classical bootstrap methods on high-dimensional time series is two-fol…
Forecasting high-dimensional functional time series with dual-factor structures
Chen Tang, Han Lin Shang, Yanrong Yang +1
We propose a dual-factor model for high-dimensional functional time series (HDFTS) that considers multiple populations. The HDFTS is first decomposed into a collection of functiona…
Feature Extraction for Functional Time Series: Theory and Application to NIR Spectroscopy Data
Yang Yang, Yanrong Yang, Han Lin Shang
We propose a novel method to extract global and local features of functional time series. The global features concerning the dominant modes of variation over the entire function do…
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…