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ftsa (version 4.4)

Functional Time Series Analysis

Description

Functions for displaying and analyzing functional time series.

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Version

Install

install.packages('ftsa')

Monthly Downloads

2,538

Version

4.4

License

GPL (>= 2)

Maintainer

Shang H

Last Published

August 5th, 2015

Functions in ftsa (4.4)

fplsr

Functional partial least squares regression
farforecast

Functional data forecasting through functional principal component regression
diff.fts

Differences of a functional time series
isfe.fts

Integrated Squared Forecast Error for models of various orders
median

Median
T_stationary

Testing stationarity of functional time series
error

Forecast error measure
quantile.fts

Quantile functions for functional time series
pcscorebootstrapdata

Bootstrap independent and identically distributed functional data or functional time series
mean.fts

Mean functions for functional time series
pm_10_GR

Particulate Matter Concentrations (pm10)
sd

Standard deviation
MFDM

Multilevel functional data method
extract

Extract variables or observations
var.fts

Variance functions for functional time series
plot.ftsm

Plot fitted model components for a functional time series model
dynupdate

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

Fit functional time series model
var

Variance
plotfplsr

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

Median functions for functional time series
quantile

Quantile
residuals.fm

Compute residuals from a functional model
summary.fm

Summary for functional time series model
centre

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

Plot residuals from a fitted functional model.
sd.fts

Standard deviation functions for functional time series
ftsmiterativeforecasts

Forecast functional time series
forecast.ftsm

Forecast functional time series
plot.ftsf

Plot fitted model components for a functional time series model
forecastfplsr

Forecast functional time series
ftsmweightselect

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

Test for functional time series
plot.fm

Plot fitted model components for a functional model
ftsa-package

Functional Time Series Analysis
fbootstrap

Bootstrap independent and identically distributed functional data