Functional linear regression with functional rensponse application to prediction of electricity consumption

Maria Rosaria De Rosa

Research output: Contribution to journalArticlepeer-review

Abstract

Functional linear regression model linking observations of a functional response variable with measurements of an explanatory functional variable is considered. The slope function is estimated with a tensor product splines. Some computational issues are addressed by means of a simulation study. This model serves to analyze a real data set concerning electricity consumption in Sardinia. The interest lies in predicting either incoming weekend or incoming weekdays consumption curves if actual weekdays consumption is known.
Original languageEnglish
Pages (from-to)23-29
Number of pages7
JournalCONTRIBUTIONS TO MANAGEMENT SCIENCE
Volume1
Publication statusPublished - 2008
Externally publishedYes

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