Forecasting binary longitudinal data by a functional PC-ARIMA model

作者: Ana M. Aguilera , Manuel Escabias , Mariano J. Valderrama

DOI: 10.1016/J.CSDA.2007.09.015

关键词:

摘要: In order to forecast time evolution of a binary response variable from related continuous series functional logit model is proposed. The estimation this discrete observations the predictor solved by using principal component analysis and ARIMA modelling associated components. proposed applied risk drought El Nino phenomenon.

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