A0349
Title: Nonparametric modeling of environmental time series distributions
Authors: Harry Haupt - University of Passau (Germany)
Joachim Schnurbus - University of Passau (Germany) [presenting]
Abstract: A nonparametric kernel-based approach is proposed for modeling the distribution of stochastic processes which may exhibit nonlinearities and non-stationarities driven by trend and/or seasonal patterns. Particular emphasis is placed on providing an approach that is computationally cheap, easy to interpret, allows for the inclusion of multiple seasonality, and is suitable for estimation and forecasting. The approach is demonstrated for a panel of environmental time series.
