Abstract
For a functional ARMA(p, q) process an approximating vector model, based on functional PCA, is presented. Sufficient conditions are given for the existence of a stationary solution to both the functional and the vector model equations, and the structure of the approximating vector model is investigated. The stationary vector process is used to predict the functional process, where bounds for the difference between vector and functional best linear predictor are given. Finally, functional ARMA processes are applied for the modeling and prediction of highway traffic data.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
