The forecasting methods reduce the dimensionality by applying functional principal component analysis to the observed data, and then utilize an univariate time series forecasting method and functional principal component regression techniques.

nonparametric time series forecasting with dynamic updating-5

There is a strong appeal in using forecasting methods that are able to capture both seasonalities.

In this paper, the forecasting methods slice a seasonal univariate time series into a time series of curves.

"Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey," CEPR Discussion Papers 10419, C.

"Time-varying forecasts by variational approximation of sequential Bayesian inference," Quantitative Finance, Taylor & Francis Journals, vol.

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This paper uses half-hourly electricity demand data in South Australia as an empirical study of nonparametric modeling and forecasting methods for prediction from half-hour ahead to one year ahead.

Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2016. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016. "Modeling credit contagion via the updating of fragile beliefs," Working Paper Series WP-2012-04, Federal Reserve Bank of Chicago.

"STR: A Seasonal-Trend Decomposition Procedure Based on Regression," Monash Econometrics and Business Statistics Working Papers 13/15, Monash University, Department of Econometrics and Business Statistics. "A Markov-switching multifractal inter-trade duration model, with application to US equities," Journal of Econometrics, Elsevier, vol.

"A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U. Equities," NBER Working Papers 18078, National Bureau of Economic Research, Inc.

"A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U. Equities," PIER Working Paper Archive 12-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

"The high-frequency response of exchange rates and interest rates to macroeconomic announcements," International Finance Discussion Papers 784, Board of Governors of the Federal Reserve System (U. Si, Xiao-Sheng & Chen, Mao-Yin & Wang, Wenbin & Hu, Chang-Hua & Zhou, Dong-Hua, 2013. "Regional Beveridge Curves: A Latent Variable Approach," Melbourne Institute Working Paper Series wp2010n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. "Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey," KoƧ University-TUSIAD Economic Research Forum Working Papers 1413, Koc University-TUSIAD Economic Research Forum. "Estimation of dynamic performance models for transportation infrastructure using panel data," Transportation Research Part B: Methodological, Elsevier, vol. "Revisiting the notion of induced traffic through a matched-pairs study," Transportation, Springer, vol. "Real and financial cycles: estimates using unobserved component models for the Italian economy," Questioni di Economia e Finanza (Occasional Papers) 382, Bank of Italy, Economic Research and International Relations Area. "Portfolio Decision of Short-Term Electricity Forecasted Prices through Stochastic Programming," Energies, MDPI, Open Access Journal, vol.