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ftsa (version 6.0)
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
6.0
License
GPL-3
Maintainer
Han Lin Shang
Last Published
November 29th, 2020
Functions in ftsa (6.0)
Search all functions
ER_GR
Selection of the number of principal components
forecastfplsr
Forecast functional time series
forecast.hdfpca
Forecasting via a high-dimensional functional principal component regression
MAF_multivariate
Maximum autocorrelation factors
ftsm
Fit functional time series model
plot.ftsf
Plot fitted model components for a functional time series model
ftsmiterativeforecasts
Forecast functional time series
var
Variance
plot.ftsm
Plot fitted model components for a functional time series model
summary.fm
Summary for functional time series model
T_stationary
Testing stationarity of functional time series
centre
Mean function, variance function, median function, trim mean function of functional data
facf
Functional autocorrelation function
diff.fts
Differences of a functional time series
farforecast
Functional data forecasting through functional principal component autoregression
dmfpca
Dynamic multilevel functional principal component analysis
is.fts
Test for functional time series
hdfpca
High-dimensional functional principal component analysis
mftsc
Multiple funtional time series clustering
plotfplsr
Plot fitted model components for a functional time series model
dynamic_FLR
Dynamic updates via functional linear regression
extract
Extract variables or observations
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
fplsr
Functional partial least squares regression
error
Forecast error measure
MFPCA
Multilevel functional principal component analysis for clustering
MFDM
Multilevel functional data method
isfe.fts
Integrated Squared Forecast Error for models of various orders
ftsa-package
Functional Time Series Analysis
quantile
Quantile
long_run_covariance_estimation
Estimating long-run covariance function for a functional time series
var.fts
Variance functions for functional time series
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
stop_time_sim_data
Simulated functional time series from a functional autoregression of order one
stop_time_detect
Detection of the optimal stopping time in a curve time series
quantile.fts
Quantile functions for functional time series
pm_10_GR
Particulate Matter Concentrations (pm10)
hd_data
Simulated high-dimensional functional time series
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
forecast.ftsm
Forecast functional time series
fbootstrap
Bootstrap independent and identically distributed functional data
mean.fts
Mean functions for functional time series
plot.fm
Plot fitted model components for a functional model
median.fts
Median functions for functional time series
plot.fmres
Plot residuals from a fitted functional model.
residuals.fm
Compute residuals from a functional model
sd
Standard deviation
sd.fts
Standard deviation functions for functional time series
sim_ex_cluster
Simulated multiple sets of functional time series