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Record W4319262068 · doi:10.1002/env.2792

Nonlinear prediction of functional time series

2023· article· en· W4319262068 on OpenAlexafffund
Haixu Wang, Jiguo Cao

Bibliographic record

VenueEnvironmetrics · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicForecasting Techniques and Applications
Canadian institutionsSimon Fraser University
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsFunctional principal component analysisNOPNonlinear systemComputer scienceSeries (stratigraphy)Functional data analysisTime seriesMultivariate statisticsPreprocessorPrincipal component analysisCovarianceLinear modelAlgorithmData miningArtificial intelligenceMathematicsMachine learningStatistics

Abstract

fetched live from OpenAlex

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.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.006
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.008
Threshold uncertainty score0.016

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.006
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

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.

Opus teacher head0.129
GPT teacher head0.321
Teacher spread0.192 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations10
Published2023
Admission routes2
Has abstractyes

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