Functional Time Series Prediction Under Partial Observation of the Future Curve
利用未来曲线部分观测的函数时间序列预测
–This article tackles one of the most fundamental goals in functional time series analysis which is to provide reliable predictions for future functions. Existing methods for predicting a complete future functional observation use only completely observed trajectories. We develop a new method, called partial functional prediction (PFP), which uses both completely observed trajectories and partial information (available partial data) on the trajectory to be predicted. The PFP…