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ftsa (version 4.3)
Functional Time Series Analysis
Description
Functions for displaying and analyzing functional time series.
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Install
install.packages('ftsa')
Monthly Downloads
4,042
Version
4.3
License
GPL (>= 2)
Maintainer
Shang H
Last Published
March 30th, 2015
Functions in ftsa (4.3)
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diff.fts
Differences of a functional time series
is.fts
Test for functional time series
plotfplsr
Plot fitted model components for a functional time series model
forecastfplsr
Forecast functional time series
isfe.fts
Integrated Squared Forecast Error for models of various orders
summary.fm
Summary for functional time series model
fbootstrap
Bootstrap independent and identically distributed functional data
mean.fts
Mean functions for functional time series
ftsmiterativeforecasts
Forecast functional time series
extract
Extract variables or observations
centre
Mean function, variance function, median function, trim mean function of functional data
sd.fts
Standard deviation functions for functional time series
residuals.fm
Compute residuals from a functional model
plot.fm
Plot fitted model components for a functional model
quantile
Quantile
var
Variance
plot.ftsf
Plot fitted model components for a functional time series model
sd
Standard deviation
fplsr
Functional partial least squares regression
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
var.fts
Variance functions for functional time series
median
Median
ftsa-package
Functional Time Series Analysis
MFDM
Multilevel functional data method
plot.ftsm
Plot fitted model components for a functional time series model
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
plot.fmres
Plot residuals from a fitted functional model.
forecast.ftsm
Forecast functional time series
error
Forecast error measure
median.fts
Median functions for functional time series
ftsm
Fit functional time series model
quantile.fts
Quantile functions for functional time series
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series