Forecasting binary longitudinal data by a functional PC-ARIMA model

Ana M. Aguilera, Manuel Escabias and Mariano J. Valderrama

Computational Statistics & Data Analysis, 2008, vol. 52, issue 6, 3187-3197

Abstract: In order to forecast time evolution of a binary response variable from a related continuous time series a functional logit model is proposed. The estimation of this model from discrete time observations of the predictor is solved by using functional principal component analysis and ARIMA modelling of the associated discrete time series of principal components. The proposed model is applied to forecast the risk of drought from El Niño phenomenon.

Date: 2008
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