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ftsa (version 5.5)
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
1,996
Version
5.5
License
GPL-3
Maintainer
Shang H
Last Published
April 21st, 2019
Functions in ftsa (5.5)
Search all functions
centre
Mean function, variance function, median function, trim mean function of functional data
diff.fts
Differences of a functional time series
plot.ftsf
Plot fitted model components for a functional time series model
T_stationary
Testing stationarity of functional time series
MFDM
Multilevel functional data method
ftsa-package
Functional Time Series Analysis
ftsm
Fit functional time series model
extract
Extract variables or observations
facf
Functional autocorrelation function
is.fts
Test for functional time series
hd_data
Simulated high-dimensional functional time series
ftsmiterativeforecasts
Forecast functional time series
hdfpca
High-dimensional functional principal component analysis
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
pm_10_GR
Particulate Matter Concentrations (pm10)
isfe.fts
Integrated Squared Forecast Error for models of various orders
quantile
Quantile
sim_ex_cluster
Simulated multiple sets of functional time series
quantile.fts
Quantile functions for functional time series
residuals.fm
Compute residuals from a functional model
summary.fm
Summary for functional time series model
dmfpca
Dynamic multilevel functional principal component analysis
dynamic_FLR
Dynamic updates via functional linear regression
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
forecastfplsr
Forecast functional time series
fplsr
Functional partial least squares regression
median.fts
Median functions for functional time series
plot.fm
Plot fitted model components for a functional model
sd.fts
Standard deviation functions for functional time series
sd
Standard deviation
mftsc
Clustering multiple functional time series
var
Variance
var.fts
Variance functions for functional time series
farforecast
Functional data forecasting through functional principal component autoregression
fbootstrap
Bootstrap independent and identically distributed functional data
long_run_covariance_estimation
Estimating long-run covariance function for a functional time series
mean.fts
Mean functions for functional time series
plot.ftsm
Plot fitted model components for a functional time series model
plotfplsr
Plot fitted model components for a functional time series model
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
error
Forecast error measure
forecast.ftsm
Forecast functional time series
forecast.hdfpca
Forecasting via a high-dimensional functional principal component regression
plot.fmres
Plot residuals from a fitted functional model.