Papers › Nonparametric Trend Estimation in Functional Time Series with Application to Annual...
Nonparametric Trend Estimation in Functional Time Series with Application to Annual Mortality Rates
Israel Martínez-Hernández, Marc G. Genton
The archive published only this paper's code-link row. Authors, date and abstract are from arXiv's metadata (CC0), read from the Kaggle arXiv metadata snapshot of 2026-09-12 where its title matched the archive's; the title is the archive's.
Here, we address the problem of trend estimation for functional time series. Existing contributions either deal with detecting a functional trend or assuming a simple model. They consider neither the estimation of a general functional trend nor the analysis of functional time series with a functional trend component. Similarly to univariate time series, we propose an alternative methodology to analyze functional time series, taking into account a functional trend component. We propose to estimate the functional trend by using a tensor product surface that is easy to implement, to interpret, and allows to control the smoothness properties of the estimator. Through a Monte Carlo study, we simulate different scenarios of functional processes to show that our estimator accurately identifies the functional trend component. We also show that the dependency structure of the estimated stationary time series component is not significantly affected by the error approximation of the functional trend component. We apply our methodology to annual mortality rates in France.
Code
Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.
Code Syntology ran Syntology
Not run by Syntology. Nothing on this page verifies that the listed code works.
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections