109 citations · 203 across the 3 of their papers we have counts for
3 papers
math.ST2023★ 1 cited
Functional Data-Driven Quantile Model Averaging with Application to Cryptocurrencies
Wenchao Xu, Xinyu Zhang, Jeng-Min Chiou +1
Given the high volatility and susceptibility to extreme events in the cryptocurrency market, forecasting tail risk is of paramount importance. Value-at-Risk (VaR), a quantile-based…
stat.ME2015★ 93 cited
Review of Functional Data Analysis
Jane-Ling Wang, Jeng-Min Chiou, Hans-Georg Mueller
With the advance of modern technology, more and more data are being recorded continuously during a time interval or intermittently at several discrete time points. They are both ex…
stat.AP2013★ 109 cited
Dynamical functional prediction and classification, with application to traffic flow prediction
Jeng-Min Chiou
Motivated by the need for accurate traffic flow prediction in transportation management, we propose a functional data method to analyze traffic flow patterns and predict future tra…