using an ARH of order 1 obtain 1 step ahead forecast and 1-\(alpha\) predictive confidence bands for the forecasted function.
predict_rkhs(
model,
newdata,
bands = FALSE,
B = 100,
level = 0.95,
kvec = round(sqrt(2 * B))
)a arh_rkhs object containing the functional objects and the lambda coefficients of the d dimensional RKHS representation and the autocorrelation operator.
an optional data frame in which to look for variables with which to predict. If missing, the fitted values are used.
logical variable indicating if the predictive confidence band is computed. Default = FALSE.
number of bootstrap replicates for the band construction. Needed if bands = TRUE. Default = 100.
confidence level for the band construction. Needed if bands = TRUE. Default = 0.95.
number of neighbour points to consider in the computation of the minimum entropy set.
1 step ahead forecast.
fitted values.
upper bound of the 1-\(alpha\) predictive confidence band.
lower bound of the 1-\(alpha\) predictive confidence band.
bootstrap pseudo replicates.
bootstrap pseudo replicates included in the 1-\(alpha\) predictive confidence band.
estimation residuals.
N. Hern<U+00E1>ndez, J. Cugliari, J. Jacques. Simultaneous Predictive Bands for Functional Time Series using Minimum Entropy Sets. arXiv:2105.13627 (2021).