A novel functional time-series methodology for shortterm load forecasting is introduced. The prediction is performed by means of a weighted average of past daily load segments, the shape of which is similar to the expected ...

Using an approach based, amongst other things, on Proposition 1 of Kaluza (1928), Goldie (1967) and, using a different approach based especially on zeros of polynomials, Steutel (1967) have proved that each nondegenerate ...

We consider random functions defined in terms of members of an overcomplete wavelet dictionary. The function is modelled as a sum of wavelet components at arbitrary positions and scales where the locations of the wavelet ...

The problem of testing equality of the entire second order structure of two independent functional linear processes is considered. A fully functional L2-type test is developed which evaluates, over all frequencies, the ...

We are concerned with minimax signal detection. In this setting, we discuss non-asymptotic and asymptotic approaches through a unified treatment. In particular, we consider a Gaussian sequence model that contains classical ...

We consider the estimation of a density function on the basis of a random sample from a weighted distribution. We propose linear and nonlinear wavelet density estimators, and provide their asymptotic formulae for mean ...

We propose a simple computational method in the context of generalized method of moments for improving the efficiency of regression coefficient estimates. The gains in efficiency arise by incorporating additional moment ...

This article shows how a non-decimated wavelet packet transform (NWPT) can be used to model a response time series, Yt in terms of an explanatory time series, Xt. The proposed computational technique transform the explanatory ...

We discuss a Bayesian formalism which gives rise to a type of wavelet threshold estimation in nonparametric regression. A prior distribution is imposed on the wavelet coefficients of the unknown response function, designed ...