Usage
isfe.fts(data, max.order = N - 3, N = 10, h = 5:10, method = c("classical", "M", "rapca"), mean = TRUE, level = FALSE, fmethod = c("arima", "ar", "ets", "ets.na", "struct", "rwdrift", "rw", "arfima"), lambda = 3, ...)
Arguments
max.order
Maximum number of principal components to fit.
N
Minimum number of functional observations to be used in fitting a model.
h
Forecast horizons over which to average.
method
Method to use for principal components decomposition. Possibilities are “M”, “rapca” and “classical”.
mean
Indicates if mean term should be included.
level
Indicates if level term should be included.
fmethod
Method used for forecasting. Current possibilities are “ets”, “arima”, “ets.na”,
“struct”, “rwdrift” and “rw”.
lambda
Tuning parameter for robustness when method = "M".
...
Additional arguments controlling the fitting procedure.