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ftsa (version 4.5)
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
4.5
License
GPL (>= 2)
Maintainer
Shang H
Last Published
November 12th, 2015
Functions in ftsa (4.5)
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T_stationary
Testing stationarity of functional time series
ftsmiterativeforecasts
Forecast functional time series
error
Forecast error measure
plot.fm
Plot fitted model components for a functional model
ftsa-package
Functional Time Series Analysis
diff.fts
Differences of a functional time series
dynamic_FLR
Dynamic updates via functional linear regression
centre
Mean function, variance function, median function, trim mean function of functional data
forecast.ftsm
Forecast functional time series
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
fbootstrap
Bootstrap independent and identically distributed functional data
extract
Extract variables or observations
ftsm
Fit functional time series model
var
Variance
fplsr
Functional partial least squares regression
mean.fts
Mean functions for functional time series
is.fts
Test for functional time series
MFDM
Multilevel functional data method
farforecast
Functional data forecasting through functional principal component regression
forecastfplsr
Forecast functional time series
isfe.fts
Integrated Squared Forecast Error for models of various orders
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
plotfplsr
Plot fitted model components for a functional time series model
quantile.fts
Quantile functions for functional time series
plot.ftsm
Plot fitted model components for a functional time series model
sd.fts
Standard deviation functions for functional time series
median.fts
Median functions for functional time series
median
Median
sd
Standard deviation
quantile
Quantile
residuals.fm
Compute residuals from a functional model
var.fts
Variance functions for functional time series
plot.ftsf
Plot fitted model components for a functional time series model
plot.fmres
Plot residuals from a fitted functional model.
pm_10_GR
Particulate Matter Concentrations (pm10)
summary.fm
Summary for functional time series model