Faheem Jan

9 Questions 9 Answers 0 Followers

Questions related from Faheem Jan

Outliers treatment in time series data?

I have electricity price data in a matrix form of order 24*2192, where 24 are hours and 2192 are the number of days. In my data, there are outliers that greatly affect accurate forecasting, such...

26 June 2021 7,617 4 View

Checking forecast Accuracy in Functional time series?

I am working with the hourly electricity spot price data, due to the large dimensionality I convert the discrete data into functional data. The model I use the functional autoregressive model of...

15 April 2021 5,905 1 View

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 8,994 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 8,346 3 View

Forecasting accuracy measures?

I am working in the functional time series analysis, I use the electricity demand data of four years and obtain one year a head forecast in the functional context. Know I want to check the...

30 January 2021 3,036 7 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 9,355 2 View

Retransform the functional principle components into original data?

I am working in the multivariate time series hourly data, i have five years data i use the first four years as testing set and the last year as validation, my objective is hourly forecast one year...

21 October 2020 4,651 0 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 8,350 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 7,859 3 View