Confused from examples regarding which regression to use about scikit-fda

[vnmabus]

If you have training data for some of them (e.g. you have the desired values for the first half) and if you can model these stocks as independent trajectories of a stochastic process, then you could use functional regression. However, as you are trying to predict the future, I doubt that is the case. I have not seen literature in FDA that deals with that, so I would probably stick with forecasting unless I wanted to try novel things.

[vnmabus]

From your example with stock market data (feel free to correct me if I am mistaken), you have just one curve (the stock), and you want to predict future values. If that is the case, you are outside the realm of functional data analysis, which requires to have several curves in order to do statistics. That example would be more akin to the problem of forecasting in time series. Thus, I would use a time series package instead (such as sktime).

[qzyu999]

Thank you so much for your response, and thank you for the insight. What if I had for example 10 stocks on the same time axis, is there a methodology for that in FDA? Maybe for example predicting the mean price in the future?