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ftsa (version 4.7)
Functional Time Series Analysis
Description
Functions for visualizing, modeling, forecasting and hypothesis testing of functional time series.
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Install
install.packages('ftsa')
Monthly Downloads
2,538
Version
4.7
License
GPL (>= 2)
Maintainer
Shang H
Last Published
March 15th, 2016
Functions in ftsa (4.7)
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dynamic_FLR
Dynamic updates via functional linear regression
plot.ftsf
Plot fitted model components for a functional time series model
MFDM
Multilevel functional data method
extract
Extract variables or observations
error
Forecast error measure
farforecast
Functional data forecasting through functional principal component autoregression
fbootstrap
Bootstrap independent and identically distributed functional data
diff.fts
Differences of a functional time series
plot.fmres
Plot residuals from a fitted functional model.
var
Variance
plotfplsr
Plot fitted model components for a functional time series model
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
T_stationary
Testing stationarity of functional time series
quantile.fts
Quantile functions for functional time series
forecast.ftsm
Forecast functional time series
fplsr
Functional partial least squares regression
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
sd.fts
Standard deviation functions for functional time series
median
Median
mean.fts
Mean functions for functional time series
forecastfplsr
Forecast functional time series
median.fts
Median functions for functional time series
centre
Mean function, variance function, median function, trim mean function of functional data
plot.fm
Plot fitted model components for a functional model
var.fts
Variance functions for functional time series
ftsa-package
Functional Time Series Analysis
pm_10_GR
Particulate Matter Concentrations (pm10)
summary.fm
Summary for functional time series model
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
plot.ftsm
Plot fitted model components for a functional time series model
ftsmiterativeforecasts
Forecast functional time series
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
sd
Standard deviation
ftsm
Fit functional time series model
quantile
Quantile