Electricity consumption prediction with functional linear regression using spline estimators

被引：41

作者：

Antoch, Jaromir ^{[1
]}

Prchal, Lubos ^{[1
,2
]}

De Rosa, Maria Rosaria ^{[3
]}

Sarda, Pascal ^{[2
]}

机构：

[1] Charles Univ Prague, Dept Stat, Fac Math & Phys, CZ-18675 Prague 8, Karlin, Czech Republic

[2] Univ Toulouse 3, Inst Math Toulouse, UMR 5219, F-31062 Toulouse, France

[3] ITIS Galileo Ferraris, I-80000 Naples, Italy

来源：

JOURNAL OF APPLIED STATISTICS | 2010年 / 37卷 / 12期

关键词：

functional linear regression; functional response; ARH(1); penalized least squares; B-spline; electricity consumption in Sardinia; OUTLIER DETECTION;

D O I：

10.1080/02664760903214395

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

070103 [概率论与数理统计]; 140311 [社会设计与社会创新];

摘要：

A functional linear regression model linking observations of a functional response variable with measurements of an explanatory functional variable is considered. This model serves to analyse a real data set describing electricity consumption in Sardinia. The interest lies in predicting either oncoming weekends' or oncoming weekdays' consumption, provided actual weekdays' consumption is known. A B-spline estimator of the functional parameter is used. Selected computational issues are addressed as well.

引用

页码：2027 / 2041

页数：15

共 18 条

[1]

Benner P, 2002, PARALLEL ALGORITHMS, V17, P127

[2]

Autoregressive forecasting of some functional climatic variations [J].

Besse, PC ;

Cardot, H ;

Stephenson, DB .

SCANDINAVIAN JOURNAL OF STATISTICS, 2000, 27 (04) :673-687

[3]

Bosq D., 2000, LECT NOTES STAT, V149

[4]

Brockwell PJ., 1991, TIME SERIES THEORY M

[5]

CARDOT H, LIB SPLUS ROUTINES S

[6]

Chiou JM, 2004, STAT SINICA, V14, P675

[7]

SMOOTHING SPLINES ESTIMATORS FOR FUNCTIONAL LINEAR REGRESSION [J].

Crambes, Christophe ;

Kneip, Alois ;

Sarda, Pascal .

ANNALS OF STATISTICS, 2009, 37 (01) :35-72

[8]

Dierckx P, 1993, CURVE SURFACE FITTIN

[9]

Outlier detection in functional data by depth measures, with application to identify abnormal NOx levels [J].

Febrero, Manuel ;

Galeano, Pedro ;

Gonzalez-Manteiga, Wenceslao .

ENVIRONMETRICS, 2008, 19 (04) :331-345

[10]

Ferraty F., 2006, SPR S STAT

← 1 2 →