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There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
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In this study, enhancements of several functional techniques are given in order to forecast sulfur dioxide levels near a power plant. The data are considered as a time series of curves. Assuming a lag one dependence, the predictions are computed using the functional kernel (with local bandwidth) and the linear autoregressive Hilbertian model. We carry out the estimation with a so-called historical matrix, which is a subsample that emphasizes uncommon shapes. A bootstrap method is introduced to evaluate the range of the forecasts, which uses Fraiman and Muniz's order for functional data. Finally, we compare our functional techniques with neural networks and semi-parametric methods, and find that the former models are often more effective.
