Interpretable additive model for analyzing high-dimensional functional time series
分析高维函数型时间序列的可解释加性模型
High-dimensional functional time series offers a powerful framework for extending functional time series analysis to settings with multiple simultaneous dimensions, capturing both temporal dynamics and cross-sectional dependencies. We propose a novel, interpretable additive model tailored for such data, designed to deliver both high predictive accuracy and clear interpretability. The model features bivariate coefficient surfaces to represent relationships across panel…