A0240
Title: Change point analysis of functional time series
Authors: Alexander Aue - UC Davis (United States)
Lajos Horvath - University of Utah (USA)
Yuqian Zhao - University of Sussex (United Kingdom)
Jeremy Vander Does - University of Waterloo (Canada)
Ozan Sonmez - Bayer (United States)
Gregory Rice - University of Waterloo (Canada) [presenting]
Abstract: Several recent advances in change point analysis for functional time series are surveyed. Beginning with simple methods to detect and estimate changes in the mean function, we go on to consider change point methods for second-order and higher-order properties of a functional time series. These methods are illustrated with applications time series of curves derived from the energy market and environmental data. We conclude with a discussion of open avenues of research in the area.
