Abstract. We present a nonparametric approach based on local polynomial regression for ensemble forecast of time series. The state space is first reconstructed by embedding the univariate time series ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 62, No. 4 (2000), pp. 699-709 (11 pages) An adjusted least squares estimator, introduced by Cheng and Schneeweiss for ...

This is a preview. Log in through your library . Abstract Local polynomial regression is commonly used for estimating regression functions. In practice, however, with rough functions or sparse data, a ...

The kernel estimator fits a local mean at each point x and thus cannot even estimate a line without bias (Cleveland, Cleveland, Devlin and Grosse 1988). An estimator based on locally-weighted ...