Publication:
Prediction Bands for Functional Data Based on Depth Measures

dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorJiménez Recaredo, Raúl José
dc.contributor.authorElías Fernández, Antonio
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadísticaes
dc.date.accessioned2017-06-02T08:19:30Z
dc.date.available2017-06-02T08:19:30Z
dc.date.issued2017-05
dc.description.abstractWe propose a new methodology for predicting a partially observed curve from a functional data sample. The novelty of our approach relies on the selection of sample curves which form tight bands that preserve the shape of the curve to predict, making this a deep datum. The involved subsampling problem is dealt by algorithms specially designed to be used in conjunction with two different tools for computing central regions for functional data. From this merge, we obtain prediction bands for the unobserved part of the curve in question. We test our algorithms by forecasting the Spanish electricity demand and imputing missing daily temperatures. The results are consistent with our simulation that show that we can predict at the far horizon.en
dc.description.sponsorshipSupported by the Spanish Ministerio de Educación,Cultura y Deporte under grant FPU15/00625. Partially supported by the Spanish Ministerio de Economía y Competitividad under grant ECO2015-66593-P.en
dc.format.mimetypeapplication/pdf
dc.identifier.issn2387-0303
dc.identifier.urihttps://hdl.handle.net/10016/24606
dc.identifier.uxxiDT/0000001556
dc.language.isoeng
dc.relation.ispartofseriesUC3M Working Papers. Statistics and Econometricsen
dc.relation.ispartofseries17-12
dc.relation.projectIDGobierno de España. FPU15/00625es
dc.relation.projectIDGobierno de España. ECO2015-66593-Pes
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España*
dc.rights.accessRightsopen accessen
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.otherDepth measuresen
dc.subject.otherCentral regionsen
dc.subject.otherElectricity demanden
dc.subject.otherDaily temperaturesen
dc.titlePrediction Bands for Functional Data Based on Depth Measuresen
dc.typeworking paper*
dc.type.hasVersionAO*
dspace.entity.typePublication
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