Prediction Theory for Stationary Functional Time Series

TL;DR

This paper reviews the theory of predicting stationary functional time series, focusing on infinite-dimensional aspects and their applications in various fields.

Contribution

It provides a comprehensive survey of prediction methods and theoretical foundations for stationary functional time series in infinite-dimensional spaces.

Findings

Overview of key prediction techniques for functional data

Discussion of theoretical challenges in infinite-dimensional prediction

Applications of functional time series prediction in real-world scenarios

Abstract

We survey aspects of prediction theory in infinitely many dimensions, with a view to the theory and applications of functional time series.