TY  - GEN
A1  - Zakiyeva, Nazgul
A1  - Petkovic, Milena
T1  - Large-scale functional network time series model solved with mathematical programming approach
T2  - Econometrics and Statistics
N2  - A functional network autoregressive model is proposed for studying large-scale network time series observed at high temporal resolution. The model incorporates high-dimensional curves to capture both serial and cross-sectional dependence in large-scale network functional time series. Estimation of the model is approached using a Mixed Integer Optimization method. Simulation studies confirm the consistency of parameter and adjacency matrix estimation. The method is applied to data from a real-life natural gas supply network. Compared to alternative prediction models, the proposed model delivers more accurate day-ahead hourly out-of-sample forecasts of the gas inflows and outflows at most gas nodes.
T3  - ZIB-Report - 25-17 
Y1  - 2025
UR  - https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/10193
UR  - https://nbn-resolving.org/urn:nbn:de:0297-zib-101936
ER  -