17 citations · 23 across the 6 of their papers we have counts for
Showing 2017Show all
2 papers · 1 filter
econ.EM2017
Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for Day and Night Air Pollution in Silesia Region: A Critical Overview
Daniel Kosiorowski, Dominik Mielczarek, Jerzy. P. Rydlewski
In economics we often face a system, which intrinsically imposes a structure of hierarchy of its components, i.e., in modelling trade accounts related to foreign exchange or in opt…
stat.CO2017★ 2 cited
Aggregated moving functional median in robust prediction of hierarchical functional time series - an application to forecasting web portal users behaviors
Daniel Kosiorowski, Dominik Mielczarek, Jerzy P. Rydlewski
In this article, a new nonparametric and robust method of forecasting hierarchical functional time series is presented. The method is compared with Hyndman and Shang's method with…