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Journal of Time Series Analysis
Article . 2021 . Peer-reviewed
License: Wiley Online Library User Agreement
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zbMATH Open
Article . 2022
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https://dx.doi.org/10.26180/21...
Other literature type . 2022
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https://dx.doi.org/10.26180/21...
Other literature type . 2022
Data sources: Datacite
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Seasonal functional autoregressive models

Authors: Atefeh Zamani; Hossein Haghbin; Maryam Hashemi; Rob J. Hyndman;

Seasonal functional autoregressive models

Abstract

Functional autoregressive models are popular for functional time series analysis, but the standard formulation fails to address seasonal behaviour in functional time series data. To overcome this shortcoming, we introduce seasonal functional autoregressive time series models. For the model of order one, we derive sufficient stationarity conditions and limiting behaviour, and provide estimation and prediction methods. Moreover, we consider a portmanteau test for testing the adequacy of this model, and we derive its asymptotic distribution. The merits of this model are demonstrated using simulation studies and via an application to hourly pedestrian counts.

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Keywords

Functional data analysis, functional time series analysis, Time series, auto-correlation, regression, etc. in statistics (GARCH), estimation, Econometric and statistical methods, central limit theorem, seasonal functional autoregressive model, prediction, Econometrics not elsewhere classified

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    popularity
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    influence
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
10
Top 10%
Average
Top 10%
bronze