Presentation to ACEMS/MATRIX Conference on Functional Data Analysis
Functional autoregressive models have been widely used in functional time series analysis, but no attention has been given to handling seasonality within this framework. I will discuss a proposed seasonal functional autoregressive model, and explore some of its statistical properties including stationarity conditions and limiting behaviour. I will also look at methods for estimation and prediction of seasonal functional autoregressive time series of order one. The ideas will be illustrated using simulation studies and real data.