Title:红宝石活动优惠大厅hbs

Speakers:Jinyuan红宝石活动优惠大厅hbs(Southwest University of Finance and 红宝石活动优惠大厅hbs)

Time:May31, 2023 (Wednesday),14:00-16:00

Venue: Meeting Room 308, College Building 11

Abstract:We propose a two-step procedure to model and predict high-dimensional functional 红宝石活动优惠大厅hbs, where the number of function-valued 红宝石活动优惠大厅hbs p is large in relation to the length of 红宝石活动优惠大厅hbs n. Our first step performs an eigenanalysis of a positive definite matrix, which leads to a one-to-one linear transformation for the original high-dimensional functional 红宝石活动优惠大厅hbs, and the transformed series can be segmented into several 红宝石活动优惠大厅hbss such that any two series from any two different 红宝石活动优惠大厅hbss are uncorrelatedboth contemporaneously and serially. Consequently in our second step those 红宝石活动优惠大厅hbss are handled separately without the information loss on the overall linear dynamic 红宝石活动优惠大厅hbs. The second step is devoted to establishing a 红宝石活动优惠大厅hbs dynamical 红宝石活动优惠大厅hbs for all the functional 红宝石活动优惠大厅hbs within each 红宝石活动优惠大厅hbs. Furthermore the 红宝石活动优惠大厅hbs 红宝石活动优惠大厅hbs is represented by that of a vector 红宝石活动优惠大厅hbs. Modelling and forecasting for the original high-dimensional functional 红宝石活动优惠大厅hbs are realized via those for the vector 红宝石活动优惠大厅hbs in all the 红宝石活动优惠大厅hbss. We investigate the theoretical properties of our proposed methods, and illustrate the finite-sample performance through both extensive simulations and three real datasets.

Writor:Academic Activity Project Team

Reviewer:Dongmei Guo