ftsa (version 3.7)

forecastfplsr: Forecast functional time series

Description

The decentralized response is forecasted by multiplying the estimated regression coefficient with the new decentralized predictor

Usage

forecastfplsr(object, components = 2, h = 20)

Value

A fts class object, containing forecasts of responses.

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

forecast.ftsm, ftsm, plot.fm, plot.ftsf, residuals.fm, summary.fm

Examples

# A set of functions are decomposed by functional partial least squares decomposition.	
# By forecasting univariate partial least squares scores, the forecasted curves are obtained by multiplying the forecasted scores by fixed functional partial least squares function plus fixed mean function.
forecastfplsr(Australiasmoothfertility, h = 5)