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Found 2 papers, 1 papers with code
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures
We propose a flexible dual functional factor model for modelling high-dimensional functional time series.
On projection methods for functional time series forecasting
The second one is based on a selection of curves, termed \emph{the curve envelope}, that aims to be representative in shape and magnitude of the most recent functional observation, either a whole curve or the observed part of a partially observed curve.
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