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Diana P. Ovalle-Muñoz

Publications and source records attributed to Diana P. Ovalle-Muñoz.

3 recordsLinked to original sources

Climate change analysis from LRD manifold functional regression

This work is motivated by the problem of predicting downward solar radiation flux spherical maps from the observation of atmospheric pressure at high cloud bottom. To this aim nonlinear functional regression is implemented under strong-correlated functional data. The link operator reflects the heat transfer in the atmosphere. A latent parametric linear functional regression model reduces uncertainty in the support of this operator. An additive long-memory manifold-supported functional time series error models persistence in time of random fluctuations observed in the response. Time is incorporated via the scalar covariates in the latent linear functional regression model. The functional regression parameters in this model are supported on a connected and compact two point homogeneous space. Its Generalized Least--Squares (GLS) parameter estimation is achieved. When the second-order structure of the functional error term is unknown, its minimum contrast estimation is obtained in the spectral domain. The performance of the theoretical and plug-in nonlinear functional regression predictors is illustrated in the simulation study undertaken in the sphere. The Supplementary Material provides a detailed empirical analysis in the one way ANOVA context. The real-data application extends the purely spatial statistical analysis of atmospheric pressure at high cloud bottom, and downward solar radiation flux in Alegria et al. (2021) to the spatiotemporal context.

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Manifold functional multiple regression model with LRD error term

This paper considers the problem of manifold functional multiple regression with functional response, time--varying scalar regressors, and functional error term displaying Long Range Dependence (LRD) in time. Specifically, the error term is given by a manifold multifractionally integrated functional time series (see, e.g., Ovalle--Muñoz \& Ruiz--Medina, 2024)). The manifold is defined by a connected and compact two--point homogeneous space. The functional regression parameters have support in the manifold. The Generalized Least--Squares (GLS) estimator of the vector functional regression parameter is computed, and its asymptotic properties are analyzed under a totally specified and misspecified model scenario. A multiscale residual correlation analysis in the simulation study undertaken illustrates the empirical distributional properties of the errors at different spherical resolution levels.

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LRD spectral analysis of multifractional functional time series on manifolds

This paper addresses the estimation of the second-order structure of a manifold cross-time random field (RF) displaying spatially varying Long Range Dependence (LRD), adopting the functional time series framework introduced in Ruiz-Medina (2022). Conditions for the asymptotic unbiasedness of the integrated periodogram operator in the Hilbert-Schmidt operator norm are derived beyond structural assumptions. Weak-consistent estimation of the long-memory operator is achieved under a semiparametric functional spectral framework in the Gaussian context. The case where the projected manifold process can display Short Range Dependence (SRD) and LRD at different manifold scales is also analyzed. The performance of both estimation procedures is illustrated in the simulation study, in the context of multifractionally integrated spherical functional autoregressive-moving average (SPHARMA(p,q)) processes.

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