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ftsa (version 3.9)

Functional time series analysis

Description

Functions for functional time series

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Version

Install

install.packages('ftsa')

Monthly Downloads

4,042

Version

3.9

License

GPL (>= 2)

Maintainer

Han Lin Shang

Last Published

August 29th, 2013

Functions in ftsa (3.9)

diff.fts

Differences of a functional time series
error

Forecast error measure
extract

Extract variables or observations
summary.fm

Summary for functional time series model
sd.fts

Standard deviation functions for functional time series
sd

Standard deviation
plot.ftsm

Plot fitted model components for a functional time series model
var.fts

Variance functions for functional time series
var

Variance
residuals.fm

Compute residuals from a functional model
forecastfplsr

Forecast functional time series
centre

Mean function, variance function, median function, trim mean function of functional data
plot.ftsf

Plot fitted model components for a functional time series model
ftsa-package

Functional time series analysis
quantile.fts

Quantile functions for functional time series
fbootstrap

Bootstrap independent and identically distributed functional data
plot.fmres

Plot residuals from a fitted functional model.
quantile

Quantile
dynupdate

Dynamic updates via BM, OLS, RR and PLS methods
plotfplsr

Plot fitted model components for a functional time series model
fplsr

Functional partial least squares regression
forecast.ftsm

Forecast functional time series
pcscorebootstrapdata

Bootstrap independent and identically distributed functional data or functional time series
ftsmiterativeforecasts

Forecast functional time series
median.fts

Median functions for functional time series
is.fts

Test for functional time series
plot.fm

Plot fitted model components for a functional model
ftsmweightselect

Selection of the weight parameter used in the weighted functional time series model.
mean.fts

Mean functions for functional time series
ftsm

Fit functional time series model
median

Median
isfe.fts

Integrated Squared Forecast Error for models of various orders