1,721,023 research outputs found
Functional Linear Model for Time Series Prediction with Exogenous Variables
No full textThis note deals with the study of a functional linear model for time series prediction which combines a functional endogenous predictor and real and functional exogenous variables. A penalized B-spline type estimator for the real and functional coefficients is presented and some weak consistency results are derived under suitable conditions
A Hybrid Functional Linear Model With Exogenous Variables For Prediction In A District-Heating System
No full textA Functional Regression Approach for Prediction in a District-Heating System
No full textWe consider the problem of short-term peak demand forecasting in a district heating system. Our dataset consists of four separated periods, with 198 days each period and 24 hourly observations within each day relative to heat consumption and climate. We take advantage of the functional nature of the data and we propose a forecasting methodology based on functional regression. The influence of exogenous explanatory variables is modelled in a suitable way. The out-of-sample performances of the proposed approach are evaluated
Exploring the total positivity of yields correlations
Full text linkWe test the plausibility of the total positivity assumption of interest rates changes recently introduced in order to justify the presence of shift, slope and curvature for yield curves. To this aim, we introduce and discuss a test of total positivity of order for covariance and correlation matrices. The explicit expressions of the test statistics are given for Gaussian samples and an extension to a distribution-free framework is made via a bootstrap method. After exploring with simulation the robustness of such tests, we show using real data how it is realistic to assume that correlation matrices of interest rates changes are totally positive of order two. Conclusions on total positivity of order three are more controversial
Monitoraggio di cinque fiumi del Piemonte nord-orientale tra il 2001 e il 2003. Un approccio di tipo funzionale
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Statistical Analysis of the Macro-Descriptors for the East Piedmont Rivers, in “Atti della Riunione Scientifica della SIS : Statistics and Environment”, Messina, 21-23 settembre 2005, pp. 227-230
No full textLa situazione degli immigrati in provincia di Novara nel 2006: uno sguardo d’insieme
No full textNota tecnica dell'Università del Piemonte Orientale – Dipartimento di Scienze Economiche e Metodi Quantitativi
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