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ftsa (version 4.2)

Functional Time Series Analysis

Description

Functions for displaying and analyzing functional time series.

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Version

Install

install.packages('ftsa')

Monthly Downloads

4,042

Version

4.2

License

GPL (>= 2)

Maintainer

Shang H

Last Published

March 12th, 2015

Functions in ftsa (4.2)

centre

Mean function, variance function, median function, trim mean function of functional data
error

Forecast error measure
plot.fm

Plot fitted model components for a functional model
extract

Extract variables or observations
ftsmweightselect

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

Differences of a functional time series
median.fts

Median functions for functional time series
ftsa-package

Functional Time Series Analysis
plot.ftsf

Plot fitted model components for a functional time series model
fbootstrap

Bootstrap independent and identically distributed functional data
plot.ftsm

Plot fitted model components for a functional time series model
MFDM

Multilevel functional data method
quantile.fts

Quantile functions for functional time series
ftsmiterativeforecasts

Forecast functional time series
sd.fts

Standard deviation functions for functional time series
plot.fmres

Plot residuals from a fitted functional model.
fplsr

Functional partial least squares regression
residuals.fm

Compute residuals from a functional model
isfe.fts

Integrated Squared Forecast Error for models of various orders
is.fts

Test for functional time series
ftsm

Fit functional time series model
pcscorebootstrapdata

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

Standard deviation
median

Median
plotfplsr

Plot fitted model components for a functional time series model
dynupdate

Dynamic updates via BM, OLS, RR and PLS methods
forecast.ftsm

Forecast functional time series
mean.fts

Mean functions for functional time series
quantile

Quantile
forecastfplsr

Forecast functional time series
var

Variance
summary.fm

Summary for functional time series model
var.fts

Variance functions for functional time series