Title Functional data analysis of payment systems /
Translation of Title Mokėjimo sistemų funkcinė duomenų analizė.
Authors Laukaitis, Algirdas ; Račkauskas, Alfredas
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Is Part of Nonlinear analysis: modelling and control. 2002, vol. 7, no. 2, p. 53-68, 140.. ISSN 1392-5113
Keywords [eng] high frequency data ; functional AR model ; functional data analysis ; B-splines ; Fourier bases ; credit cards payment system
Abstract [eng] In this paper for a credit cards payment system as robust predictor of transactions number and transactions intensity is proposed by means of functional autoregressive model. Intraday economic time series are treated as random continuous functions projected onto low dimensional subspace. Both B-splines and Fourier bases are considered for data smoothing.
Type Journal article
Language English
Publication date 2002
CC license CC license description