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QICID: 30504
Title: On Modeling and Forecasting Time Series of Smooth Curves
Copyright: ASQ; American Statistical Association
Author: Shen, Haipeng
Organization: Department of Statistics and Operations Research, University of North Carolina at Chapel Hill
Subject: Dimensional measurement; Factor analysis; Data analysis; Shrinkage; Singular value decomposition; Forecasting;
Series: Technometrics, Vol. 51, No. 3, August 2009, pp. 227–238
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Abstract: [This abstract is based on the author’s abstract.]
A methodology is proposed for forecasting time series of smooth curves by combining functional data analysis with time series factor models. The study is motivated by a business application of forecasting future call arrival rate profiles to telephone customer service center. There are three parts to the proposed methodology: dimension reduction through a smooth factor model, time series modeling and forecasting of the factor scores, and dynamic updating using penalized least squares.
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