Nonlinear prediction of functional time series
Why this work is in the frame
A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.
Bibliographic record
Abstract
Abstract We propose a nonlinear prediction (NOP) method for functional time series. Conventional methods for functional time series are mainly based on functional principal component analysis or functional regression models. These approaches rely on the stationary or linear assumption of the functional time series. However, real data sets are often nonstationary, and the temporal dependence between trajectories cannot be captured by linear models. Conventional methods are also hard to analyze multivariate functional time series. To tackle these challenges, the NOP method employs a nonlinear mapping for functional data that can be directly applied to multivariate functions without any preprocessing step. The NOP method constructs feature space with forecast information, hence it provides a better ground for predicting future trajectories. The NOP method avoids calculating covariance functions and enables online estimation and prediction. We examine the finite sample performance of the NOP method with simulation studies that consider linear, nonlinear and nonstationary functional time series. The NOP method shows superior prediction performances in comparison with the conventional methods. Three real applications demonstrate the advantages of the NOP method model in predicting air quality, electricity price and mortality rate.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.001 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.003 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.001 | 0.002 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it