Functional depth measures in the context of functional time series

A. Elías, J. M. Morales González, S. Pineda Morente

In this work, we aim to use functional depths to study the temporal dynamic of time-dependent functional data. More concretely, we tackle the analysis of Functional Time Series (FTS) which are sets of sample curves indexed in time, and High Dimensional Functional Time Series (HDFTS) that terms the situation when several FTS are under analysis. With this goal, we explore different well-known time dependency structures (FARMA, SFAR, etc.), and we show how univariate time series of functional depths can retain key information of the functional temporal dependency. Then, we show how this time series can be exploited to study the temporal dependency of FTS and to detect evolution outliers in the context of HDFTS.
The two methodologies are empirically tested by simulation and their applicability is illustrated with actual smart-metering data corresponding to photo-voltaic energy generation and circuit voltage records.

Keywords: functional time series, functional depths, evolution outliers, smart meters data

Scheduled

GT06 Functional Data Analysis I. New methodologies
June 8, 2022  12:40 PM
Grade Hall

Other papers in the same session

When are they coming? Understanding and forecasting the timeline of arrivals at the FC Barcelona stadium on match days

F. Serra Burriel, P. Delicado, F. Cucchietti Tabanik, E. Graells-Garrido, A. Gil Julian, I. Eguskiza Martinez

A PCA approach for complex-valued functional data

H. A. Hernández Roig, P. Acedo, M. C. Aguilera-Morillo, R. E. Lillo, A. Menafoglio, A. Moreno-Oyervides, L. M. Sangalli

Predictive Maintenance using Functional Data Analysis

C. Yildirim, A. M. Franco Pereira, R. E. Lillo Rodriguez

Functional indexes for clustering in FDA

B. Pulido Bravo, A. M. Franco Pereira, R. E. Lillo Rodríguez

Latest news

  • 6/8/22
    Visit Alhambra

    Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.

  • 5/31/22
    YouTube Channel

    The menu label is already on the web from where you can see the live broadcasts: inauguration, plenary sessions, round tables,... Don't forget to enter the YouTube channel and subscribe!!!!

  • 5/27/22
    Gala Dinner

    It opens the possibility that anyone who is registered for the conference, and wants non-registered companions to attend the gala dinner, can do so by paying the price of this dinner (80 euros VAT included). This payment must be made before June 1 (inclusive). To do this, contact with [email protected]

  • 5/23/22
    IMPORTANT WARNING

    To access the Alhambra on the visit on Thursday 9, it is obligatory to present the identification document whose reference was sent to the organization (eurocongress)

  • 5/16/22
    Social Events

    All social events are included with the payment of the corresponding registration.

Organizers

Partners

Sponsors

Cookie policy

We use cookies in order to be able to identify and authenticate you on the website. They are necessary for the correct functioning of it, and therefore they can not be disabled. If you continue browsing the website, you are agreeing with their acceptance, as well as our Privacy Policy.

Additionally, we use Google Analytics in order to analyze the website traffic. They also use cookies and you can accept or refuse them with the buttons below.

You can read more details about our Cookie Policy and our Privacy Policy.