Not much research has been done in the field of circular time-series analysis. We propose a non-parametric theory for smoothing and prediction in the time domain for circular time-series data. Our model is based on local constant and local linear fitting estimates of a minimizer of an angular risk function. Both asymptotic arguments and empirical examples are used to describe the accuracy of our methods.
Non-parametric smoothing and prediction for nonlinear circular time series / Macro Di Marzio;Agnese Panzera;Charles C. Taylor. - In: JOURNAL OF TIME SERIES ANALYSIS. - ISSN 0143-9782. - STAMPA. - 33:(2012), pp. 620-630. [10.1111/j.1467-9892.2012.00794.x]
Non-parametric smoothing and prediction for nonlinear circular time series
PANZERA, AGNESE;
2012
Abstract
Not much research has been done in the field of circular time-series analysis. We propose a non-parametric theory for smoothing and prediction in the time domain for circular time-series data. Our model is based on local constant and local linear fitting estimates of a minimizer of an angular risk function. Both asymptotic arguments and empirical examples are used to describe the accuracy of our methods.File | Dimensione | Formato | |
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