8 citations · 10 across the 16 of their papers we have counts for
7 papers · 1 filter
A functional autoregressive model based on exogenous hydrometeorological variables for river flow prediction
Ufuk Beyaztas, Han Lin Shang, Zaher Mundher Yaseen
In this research, a functional time series model was introduced to predict future realizations of river flow time series. The proposed model was constructed based on a functional t…
Dynamic principal component regression for forecasting functional time series in a group structure
Han Lin Shang
When generating social policies and pricing annuity at national and subnational levels, it is essential both to forecast mortality accurately and ensure that forecasts at the subna…
Dynamic principal component regression: Application to age-specific mortality forecasting
Han Lin Shang
In areas of application, including actuarial science and demography, it is increasingly common to consider a time series of curves; an example of this is age-specific mortality rat…
Intraday forecasts of a volatility index: Functional time series methods with dynamic updating
Han Lin Shang, Yang Yang, Fearghal Kearney
As a forward-looking measure of future equity market volatility, the VIX index has gained immense popularity in recent years to become a key measure of risk for market analysts and…
Estimation of a functional single index model with dependent errors and unknown error density
Han Lin Shang
The problem of error density estimation for a functional single index model with dependent errors is studied. A Bayesian method is utilized to simultaneously estimate the bandwidth…
Model confidence sets and forecast combination: An application to age-specific mortality
Han Lin Shang, Steven Haberman
Model averaging combines forecasts obtained from a range of models, and it often produces more accurate forecasts than a forecast from a single model. The crucial part of forecast…