2 papers
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…
stat.ME2021
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…