ftsa v5.5

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Functional Time Series Analysis

Functions for visualizing, modeling, forecasting and hypothesis testing of functional time series.

Functions in ftsa

Name Description
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.
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Vignettes of ftsa

Name
KokoszkaShang.bib
ftsa.Rnw
ftsa_test.Rnw
ibm.pdf
master.bib
pm10.pdf
pm10_ftsm.pdf
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Last month downloads

Details

Type Package
Date 2019-4-16
LazyLoad yes
LazyData yes
ByteCompile TRUE
License GPL-3
NeedsCompilation no
Packaged 2019-04-16 01:52:26 UTC; hanlinshang
Repository CRAN
Date/Publication 2019-04-21 15:10:06 UTC

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