[Forum SIS] Avviso di seminario

[Francesca De Battisti (francesca.debattisti)]

Giovedì 8 marzo 2012 


Aldo Goia


(Dipartimento di Studi per l'Economia e l'Impresa, Università del Piemonte Orientale "A.  Avogadro", Novara) terrà il seminario dal titolo:


 


“ Functional Linear Regression with Applications to Time Series Prediction”


 


presso l'Aula Seminari del Dipartimento di Scienze Economiche, Aziendali e Statistiche della Facoltà di Scienze Politiche dell'Università degli Studi di Milano (via Conservatorio, 7). 


 


Il seminario è programmato alle ore 11.30. 


 


ABSTRACT


We consider the problem of prediction in time series using the functional linear regression model with scalar response. The method takes the functional nature of the predictors and the importance of their derivatives into account. The influence of real and functional exogenous explanatory variables is also modeled in a suitable way. A penalized B-spline type estimator for the real and functional coefficients is presented and some weak consistency results are derived under suitable conditions. Finally, we apply the method to economic time series concerning the heating demand in a district-heating system.


 


References 


1. Goia, A. (2012). Functional Linear Model for Time Series Prediction with Exogenous Variables. Statistics and Probability Letters. In press.


2. Goia, A., May, C., Fusai, G. (2010). Functional clustering and linear regression for peak load forecasting. International Journal of  Forecasting, 26, 700-711.


  
Tutti gli interessati sono invitati a partecipare.


 

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Francesca De Battisti
Dipartimento di Scienze Economiche, Aziendali e Statistiche 
Sezione Statistica e Matematica
(III piano, studio n. 29)
Via Conservatorio 7
20122 - Milano
Tel: 02.50321464
Fax: 02.50321505
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