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Improvement of the Nonparametric Estimation of Functional Stationary Time Series Using Yeo-Johnson Transformation with Application to Temperature Curves

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  • Sameera Abdulsalam Othman
  • Haithem Taha Mohammed Ali

Abstract

In this article, Box-Cox and Yeo-Johnson transformation models are applied to two time series datasets of monthly temperature averages to improve the forecast ability. An application algorithm was proposed to transform the positive original responses using the first model and the stationary responses using the second model to improve the nonparametric estimation of the functional time series. The Box-Cox model contributed to improving the results of the nonparametric estimation of the original data, but the results become somewhat confusing after attempting to make the transformed response variable stationary in the mean, while the functional time series predictions were more accurate using the transformed stationary datasets using the Yeo-Johnson model.

Suggested Citation

  • Sameera Abdulsalam Othman & Haithem Taha Mohammed Ali, 2021. "Improvement of the Nonparametric Estimation of Functional Stationary Time Series Using Yeo-Johnson Transformation with Application to Temperature Curves," Advances in Mathematical Physics, Hindawi, vol. 2021, pages 1-6, January.
  • Handle: RePEc:hin:jnlamp:6676400
    DOI: 10.1155/2021/6676400
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