ftsa (version 1.2)

ftsmweightselect: Selecting an optimal weight parameter for the weighted functional principal component regression

Description

Selecting an optimal geometrically decaying weight used in the ftsm.

Usage

ftsmweightselect(data, errortype = c("L1norm", "L2norm", "Linfnorm"), h)

Value

minimumOptimal weight parameter.objectiveOptimal error.

Rdversion

1.1

Details

The optimal weight parameter is selected by minimizing an error measure, using the optimize function.

References

R. J. Hyndman and H. L. Shang (2009) "Forecasting functional time series (with discussion)", Journal of the Korean Statistical Society, 38(3), 199-221.

See Also

fplsrweightselect

Examples

ftsmweightselect(Australiasmoothfertility, errortype = "L2norm", h = 10)