33 citations · 136 across the 34 of their papers we have counts for
8 papers · 1 filter
Is the group structure important in grouped functional time series?
Yang Yang, Han Lin Shang
We study the importance of group structure in grouped functional time series. Due to the non-uniqueness of group structure, we investigate different disaggregation structures in gr…
A robust partial least squares approach for function-on-function regression
Ufuk Beyaztas, Han Lin Shang
The function-on-function linear regression model in which the response and predictors consist of random curves has become a general framework to investigate the relationship betwee…
Function-on-function partial quantile regression
Ufuk Beyaztas, Han Lin Shang, Aylin Alin
In this paper, a functional partial quantile regression approach, a quantile regression analog of the functional partial least squares regression, is proposed to estimate the funct…
Depth-based reconstruction method for incomplete functional data
Antonio Elías, Raúl Jiménez, Hanlin Shang
The problem of estimating missing fragments of curves from a functional sample has been widely considered in the literature. However, a majority of the reconstruction methods rely…
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
Han Lin Shang, Fearghal Kearney
This paper presents static and dynamic versions of univariate, multivariate, and multilevel functional time-series methods to forecast implied volatility surfaces in foreign exchan…
On projection methods for functional time series forecasting
Antonio Elías, Raúl Jiménez, Hanlin Shang
Two nonparametric methods are presented for forecasting functional time series (FTS). The FTS we observe is a curve at a discrete-time point. We address both one-step-ahead forecas…