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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.ME2022
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…