freconstruct

An object of class <code><a rd-options="" href="/link/fssa?package=Rfssa&version=2.0.0" data-mini-rdoc="Rfssa::fssa">fssa</a></code>.

A list of numeric vectors, each vector includes indices of elementary components.
of a group used for reconstruction.

groups

This is a function for reconstructing univariate or multivariate functional time series (<code><a rd-options="" href="/link/fts?package=Rfssa&version=2.0.0" data-mini-rdoc="Rfssa::fts">fts</a></code>) objects from functional singular spectrum analysis
(<code><a rd-options="" href="/link/fssa?package=Rfssa&version=2.0.0" data-mini-rdoc="Rfssa::fssa">fssa</a></code>) objects (including Grouping and
Hankelization steps). The function performs the reconstruction step for univariate functional singular spectrum analysis (ufssa) or multivariate functional singular spectrum analysis (mfssa)
depending on whether or not the input is an <code><a rd-options="" href="/link/fssa?package=Rfssa&version=2.0.0" data-mini-rdoc="Rfssa::fssa">fssa</a></code> object from ufssa or mfssa.

Methods and tools for implementing univariate and multivariate functional singular spectrum analysis for functional time series whose variables might be observed over different dimensional domains. The univariate fssa algorithm is described in Haghbin H., Najibi, S.M., Mahmoudvand R., Trinka J., Maadooliat M. (2021) and the multivariate fssa over different dimensional domains technique may be found in Trinka J., Haghbin H., and Maadooliat M. (Accepted). In addition, one may perform forecasting of univariate and multivariate fts whose variables are observed over one-dimensional domains as described in the dissertation of Trinka J. (2021) and the manuscript of Trinka J., Haghbin H., Maadooliat M. (2020) where the manuscript is to be submitted to a journal for publication.

Hossein Haghbin

Rfssa

Functional Singular Spectrum Analysis

Jordan Trinka

Seyed Morteza Najibi

Mehdi Maadooliat

freconstruct function

An object of class <code><a rd-options='' href='fssa'>fssa</a></code>.

This is a function for reconstructing univariate or multivariate functional time series (<code><a rd-options='' href='fts'>fts</a></code>) objects from functional singular spectrum analysis
(<code><a rd-options='' href='fssa'>fssa</a></code>) objects (including Grouping and
Hankelization steps). The function performs the reconstruction step for univariate functional singular spectrum analysis (ufssa) or multivariate functional singular spectrum analysis (mfssa)
depending on whether or not the input is an <code><a rd-options='' href='fssa'>fssa</a></code> object from ufssa or mfssa.

freconstruct: Reconstruction Stage of Functional Singular Spectrum Analysis

Description

Usage

Arguments

Value

See Also