Faheem Jan

5 Questions 6 Answers 0 Followers

Questions related from Faheem Jan

Check accuracy of functional time series model ?

I am working on hourly multivariate time series, due to the huge dimensionality of the data, I convert the data into functional data, using the Fourier basis function, the model use in this...

09 April 2021 8,928 2 View

Forecasting of time series?

Hi, I have a simple question maybe it seems to be a stupid question so please ignore it as a beginner functional data analysis. My question is that can we use the dynamic functional components for...

17 March 2021 8,281 3 View

Generalize the Functional Autoregressive model ?

I am working with the multivariate hourly electricity price data of six years data in which the first five years are use as testing set and the last year as validation set. I want to forecast the...

28 October 2020 9,315 2 View

Vector Autoregressive prediction?

I am using the multivariate hourly time series data, i use VAR model for forecasting purpose i want to forecast each hour but its gives me NA values for phat=24 in the giving code d.hat=24...

01 October 2020 8,299 4 View

Who to fit the functional autoregressive model two or more?

i am working on time series data and transforming the data to functional time series model(functional autoregressive model), i already do it for the functional autoregressive model of order one,...

14 March 2019 7,818 3 View