5 papers
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…
Clustering and Forecasting Multiple Functional Time Series
Chen Tang, Han Lin Shang, Yanrong Yang
Modelling and forecasting homogeneous age-specific mortality rates of multiple countries could lead to improvements in long-term forecasting. Data fed into joint models are often g…
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…
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…