Forecasting functional time series

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Modelling function‐valued stochastic processes, with applications to fertility dynamics (2017, background): “Similarly, Hyndman and Ullah (2007) and Hyndman and Shang (2009) considered functional time series in a setting where only one realization is observed.”
A survey of functional principal component analysis (2014, background): “…regression models can be found in a various range of fields , such as atmospheric radiation ( Hlubinka & Prchal 2007 ) , chemometrics ( Yao & Müller 2010 ) , climate variation forecasting ( Shang & Hyndman 2011 ) , demographic forecasting ( Hyndman & Shang 2009 ) , gene expression ( Yao et al .”
Forecasting Functional Time Series with a New Hilbertian ARMAX Model: Application to Electricity Price Forecasting (2018, background): “As an example, demographic functional times series are studied in [20], where Yt(v) is the mortality rate at age v measured at year t.”