Seasonal functional autoregressive models
نویسندگان
چکیده
Functional autoregressive models are popular for functional time series analysis, but the standard formulation fails to address seasonal behaviour in data. To overcome this shortcoming, we introduce models. For model of order one, derive sufficient stationarity conditions and limiting behaviour, provide estimation prediction methods. Moreover, consider a portmanteau test testing adequacy model, its asymptotic distribution. The merits demonstrated using simulation studies via an application hourly pedestrian counts.
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ژورنال
عنوان ژورنال: Journal of Time Series Analysis
سال: 2021
ISSN: ['1467-9892', '0143-9782']
DOI: https://doi.org/10.1111/jtsa.12608