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Comparative Analysis of Sampling Frequency Effects on Forecasting Performance in Scalar and Functional Data: Autoregressive and LSTM Models

2025· article· W7161134765 on OpenAlexaboutno aff
Patchanok Srisuradetchai

Bibliographic record

Venuenot available
Typearticle
Language
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
Fundersnot available
KeywordsAutoregressive modelScalar (mathematics)Sampling (signal processing)STAR modelFunctional data analysisFrequency analysisTime–frequency analysis

Abstract

fetched live from OpenAlex

This study systematically examines the influence of sampling frequency on forecasting performance in both scalar and functional time series, employing autoregressive (FAR) and long short-term memory (LSTM) models. Four diverse datasets—NOAA daily temperature, UCI household power consumption, monthly sunspot observations, and Canadian weather functional data—are analyzed across high, medium, and low sampling frequencies. Functional principal component analysis is applied to reduce the dimensionality of functional datasets. Results show that medium and low sampling frequencies often improve forecast accuracy by mitigating noise and emphasizing key temporal structures. Across most datasets and frequencies, LSTM consistently outperforms FAR, especially at lower sampling rates. Fourier spectral analysis reveals distinct frequency-dependent behaviors, highlighting the value of adaptive sampling strategies tailored to dataset-specific characteristics. These findings provide practical guidance for selecting optimal sampling frequencies in both scalar and functional time series forecasting.

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)0.006
metaresearch head score (Gemma)0.034
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: Empirical
Teacher disagreement score0.007
Threshold uncertainty score0.032

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0060.034
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.002
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 head0.146
GPT teacher head0.292
Teacher spread0.146 · 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

Citations0
Published2025
Admission routes1
Has abstractyes

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