Partial prediction for CFAR processes. t curves are given and we want to predit the curve at time t+1, but we know the first n observations in the curve, to predict the n+1 observation.
p_cfar_part(model, f, new.obs)
The function returns a prediction of the CFAR process.
CFAR model.
the functional time series data.
the given first n
observations.
Liu, X., Xiao, H., and Chen, R. (2016) Convolutional autoregressive models for functional time series. Journal of Econometrics, 194, 263-282.