A functional linear regression model linking observations of a functional response variable with measurements of an explanatory functional variable is considered. This model serves to analyse a real data set describing electricity consumption in Sardinia. The interest lies in predicting either oncoming weekends’ or oncoming weekdays’ consumption, provided actual weekdays’ consumption is known.A B-spline estimator of the functional parameter is used. Selected computational issues are addressed as well.
Antoch, J., Prchal, L., De Rosa, M.R., Sarda, P. (2010). Electricity consumption prediction with functional linear regression using spline estimators. JOURNAL OF APPLIED STATISTICS, 37, 2027-2041 [10.1080/02664760903214395].
Electricity consumption prediction with functional linear regression using spline estimators
De Rosa, Maria Rosaria;
2010-01-01
Abstract
A functional linear regression model linking observations of a functional response variable with measurements of an explanatory functional variable is considered. This model serves to analyse a real data set describing electricity consumption in Sardinia. The interest lies in predicting either oncoming weekends’ or oncoming weekdays’ consumption, provided actual weekdays’ consumption is known.A B-spline estimator of the functional parameter is used. Selected computational issues are addressed as well.
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