Improvement of the Nonparametric Estimation of Functional Stationary Time Series Using Yeo-Johnson Transformation with Application to Temperature Curves
In this article, Box-Cox and Yeo-Johnson transformation models are applied to two time series datasets of monthly temperature averages to improve the forecast ability. An application algorithm was proposed to transform the positive original responses using the first model and the stationary response...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Wiley
2021-01-01
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| Series: | Advances in Mathematical Physics |
| Online Access: | http://dx.doi.org/10.1155/2021/6676400 |
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| _version_ | 1832546844867035136 |
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| author | Sameera Abdulsalam Othman Haithem Taha Mohammed Ali |
| author_facet | Sameera Abdulsalam Othman Haithem Taha Mohammed Ali |
| author_sort | Sameera Abdulsalam Othman |
| collection | DOAJ |
| description | In this article, Box-Cox and Yeo-Johnson transformation models are applied to two time series datasets of monthly temperature averages to improve the forecast ability. An application algorithm was proposed to transform the positive original responses using the first model and the stationary responses using the second model to improve the nonparametric estimation of the functional time series. The Box-Cox model contributed to improving the results of the nonparametric estimation of the original data, but the results become somewhat confusing after attempting to make the transformed response variable stationary in the mean, while the functional time series predictions were more accurate using the transformed stationary datasets using the Yeo-Johnson model. |
| format | Article |
| id | doaj-art-ec5b7029de0949789056d501ff0a52d5 |
| institution | Kabale University |
| issn | 1687-9120 1687-9139 |
| language | English |
| publishDate | 2021-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Advances in Mathematical Physics |
| spelling | doaj-art-ec5b7029de0949789056d501ff0a52d52025-02-03T06:47:01ZengWileyAdvances in Mathematical Physics1687-91201687-91392021-01-01202110.1155/2021/66764006676400Improvement of the Nonparametric Estimation of Functional Stationary Time Series Using Yeo-Johnson Transformation with Application to Temperature CurvesSameera Abdulsalam Othman0Haithem Taha Mohammed Ali1Department of Mathematics, College of Basic Education, University of Duhok, Kurdistan Region, IraqDepartment of Economics, College of Administration and Economics, Nawroz University, Kurdistan Region, IraqIn this article, Box-Cox and Yeo-Johnson transformation models are applied to two time series datasets of monthly temperature averages to improve the forecast ability. An application algorithm was proposed to transform the positive original responses using the first model and the stationary responses using the second model to improve the nonparametric estimation of the functional time series. The Box-Cox model contributed to improving the results of the nonparametric estimation of the original data, but the results become somewhat confusing after attempting to make the transformed response variable stationary in the mean, while the functional time series predictions were more accurate using the transformed stationary datasets using the Yeo-Johnson model.http://dx.doi.org/10.1155/2021/6676400 |
| spellingShingle | Sameera Abdulsalam Othman Haithem Taha Mohammed Ali Improvement of the Nonparametric Estimation of Functional Stationary Time Series Using Yeo-Johnson Transformation with Application to Temperature Curves Advances in Mathematical Physics |
| title | Improvement of the Nonparametric Estimation of Functional Stationary Time Series Using Yeo-Johnson Transformation with Application to Temperature Curves |
| title_full | Improvement of the Nonparametric Estimation of Functional Stationary Time Series Using Yeo-Johnson Transformation with Application to Temperature Curves |
| title_fullStr | Improvement of the Nonparametric Estimation of Functional Stationary Time Series Using Yeo-Johnson Transformation with Application to Temperature Curves |
| title_full_unstemmed | Improvement of the Nonparametric Estimation of Functional Stationary Time Series Using Yeo-Johnson Transformation with Application to Temperature Curves |
| title_short | Improvement of the Nonparametric Estimation of Functional Stationary Time Series Using Yeo-Johnson Transformation with Application to Temperature Curves |
| title_sort | improvement of the nonparametric estimation of functional stationary time series using yeo johnson transformation with application to temperature curves |
| url | http://dx.doi.org/10.1155/2021/6676400 |
| work_keys_str_mv | AT sameeraabdulsalamothman improvementofthenonparametricestimationoffunctionalstationarytimeseriesusingyeojohnsontransformationwithapplicationtotemperaturecurves AT haithemtahamohammedali improvementofthenonparametricestimationoffunctionalstationarytimeseriesusingyeojohnsontransformationwithapplicationtotemperaturecurves |