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ftsa (version 4.8)
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
2,560
Version
4.8
License
GPL (>= 2)
Maintainer
Shang H
Last Published
April 25th, 2017
Functions in ftsa (4.8)
Search functions
farforecast
Functional data forecasting through functional principal component autoregression
fbootstrap
Bootstrap independent and identically distributed functional data
ftsm
Fit functional time series model
ftsmiterativeforecasts
Forecast functional time series
error
Forecast error measure
extract
Extract variables or observations
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
is.fts
Test for functional time series
centre
Mean function, variance function, median function, trim mean function of functional data
diff.fts
Differences of a functional time series
MFDM
Multilevel functional data method
T_stationary
Testing stationarity of functional time series
isfe.fts
Integrated Squared Forecast Error for models of various orders
long_run_covariance_estimation
Estimating long-run covariance function for a functional time series
plot.fmres
Plot residuals from a fitted functional model.
plot.ftsf
Plot fitted model components for a functional time series model
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
plot.fm
Plot fitted model components for a functional model
var.fts
Variance functions for functional time series
fplsr
Functional partial least squares regression
ftsa-package
Functional Time Series Analysis
pm_10_GR
Particulate Matter Concentrations (pm10)
quantile
Quantile
plot.ftsm
Plot fitted model components for a functional time series model
plotfplsr
Plot fitted model components for a functional time series model
sd
Standard deviation
sd.fts
Standard deviation functions for functional time series
summary.fm
Summary for functional time series model
var
Variance
dynamic_FLR
Dynamic updates via functional linear regression
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
forecast.ftsm
Forecast functional time series
forecastfplsr
Forecast functional time series
mean.fts
Mean functions for functional time series
median.fts
Median functions for functional time series
quantile.fts
Quantile functions for functional time series
residuals.fm
Compute residuals from a functional model