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Nonparametric time series forecasting with dynamic updating

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Author Info
Han Lin Shang ()
Rob J Hyndman ()

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Abstract

We present a nonparametric method to forecast a seasonal univariate time series, and propose four dynamic updating methods to improve point forecast accuracy. Our methods consider a seasonal univariate time series as a functional time series. We propose first to reduce the dimensionality by applying functional principal component analysis to the historical observations, and then to use univariate time series forecasting and functional principal component regression techniques. When data in the most recent year are partially observed, we improve point forecast accuracy using dynamic updating methods. We also introduce a nonparametric approach to construct prediction intervals of updated forecasts, and compare the empirical coverage probability with an existing parametric method. Our approaches are data-driven and computationally fast, and hence they are feasible to be applied in real time high frequency dynamic updating. The methods are demonstrated using monthly sea surface temperatures from 1950 to 2008.

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File URL: http://www.buseco.monash.edu.au/depts/ebs/pubs/wpapers/2009/wp8-09.pdf
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Publisher Info
Paper provided by Monash University, Department of Econometrics and Business Statistics in its series Monash Econometrics and Business Statistics Working Papers with number 8/09.

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Length: 25 pages
Date of creation: Aug 2009
Date of revision:
Handle: RePEc:msh:ebswps:2009-8

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Related research
Keywords: Functional time series; Functional principal component analysis; Ordinary least squares; Penalized least squares; Ridge regression; Sea surface temperatures; Seasonal time series.;

Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data

This paper has been announced in the following NEP Reports:

References listed on IDEAS
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  1. Aneiros-Pérez, Germán & Vieu, Philippe, 2008. "Nonparametric time series prediction: A semi-functional partial linear modeling," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 834-857, May. [Downloadable!] (restricted)
  2. Reiss, Philip T. & Ogden, R. Todd, 2007. "Functional Principal Component Regression and Functional Partial Least Squares," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 984-996, September. [Downloadable!] (restricted)
  3. Preda, C. & Saporta, G., 2005. "Clusterwise PLS regression on a stochastic process," Computational Statistics & Data Analysis, Elsevier, vol. 49(1), pages 99-108, April. [Downloadable!] (restricted)
  4. Yeasmin Khandakar & Rob J. Hyndman, 2008. "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, American Statistical Association, vol. 27(03), 07. [Downloadable!]
  5. Chatfield, Chris, 1993. "Calculating Interval Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 121-35, April.
  6. Peter Hall & Mohammad Hosseini-Nasab, 2006. "On properties of functional principal components analysis," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 109-126. [Downloadable!] (restricted)
  7. Preda, C. & Saporta, G., 2005. "PLS regression on a stochastic process," Computational Statistics & Data Analysis, Elsevier, vol. 48(1), pages 149-158, January. [Downloadable!] (restricted)
  8. Chatfield, Chris, 1993. "Calculating Interval Forecasts: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 143-44, April.
  9. Philippe C. Besse, 2000. "Autoregressive Forecasting of Some Functional Climatic Variations," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 27(4), pages 673-687. [Downloadable!] (restricted)
  10. Antoniadis, Anestis & Sapatinas, Theofanis, 2003. "Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 87(1), pages 133-158, October. [Downloadable!] (restricted)
  11. Hyndman, Rob J. & Shahid Ullah, Md., 2007. "Robust forecasting of mortality and fertility rates: A functional data approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4942-4956, June. [Downloadable!] (restricted)
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  12. Dauxois, J. & Pousse, A. & Romain, Y., 1982. "Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference," Journal of Multivariate Analysis, Elsevier, vol. 12(1), pages 136-154, March. [Downloadable!] (restricted)
  13. Hyndman, Rob J. & Booth, Heather, 2008. "Stochastic population forecasts using functional data models for mortality, fertility and migration," International Journal of Forecasting, Elsevier, vol. 24(3), pages 323-342. [Downloadable!] (restricted)
    Other versions:
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