Date of Award

1-2018

Document Type

Thesis

Degree Name

Master of Science (MS)

College/School

College of Science and Mathematics

Department/Program

Mathematical Sciences

Thesis Sponsor/Dissertation Chair/Project Chair

Andrada E. Ivanescu

Committee Member

Andrew McDougall

Committee Member

Helen M. Roberts

Abstract

The prediction of functional data samples has been the focus of several functional data analysis endeavors. This work describes the use of dynamic function-on-function regression for dynamic prediction of the future trajectory as well as the construction of dynamic prediction intervals for functional data. The overall goals of this thesis are to assess the efficacy of Dynamic Penalized Function-on-Function Regression (DPFFR) and to compare DPFFR prediction intervals with those of other dynamic prediction methods. To make these comparisons, metrics are used that measure prediction error, prediction interval width, and prediction interval coverage. Simulations and applications to financial stock data from Microsoft and IBM illustrate the usefulness of the dynamic functional prediction methods. The analysis reveals that DPFFR prediction intervals perform well when compared to those of other dynamic prediction methods in terms of the metrics considered in this paper.

Download

Share

COinS