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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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Version

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)

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