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ftsa (version 6.3)
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
6.3
License
GPL-3
Maintainer
Han Lin Shang
Last Published
September 11th, 2023
Functions in ftsa (6.3)
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all_hmd_male_data
The US male log-mortality rate from 1959-2020 and 3 states (New York, California, Illinois).
diff.fts
Differences of a functional time series
T_stationary
Testing stationarity of functional time series
centre
Mean function, variance function, median function, trim mean function of functional data
MFPCA
Multilevel functional principal component analysis for clustering
Two_way_Residuals
Functional time series decomposition into deterministic (from functional median polish from Sun and Genton (2012)), and time-varying components (functional residuals).
Two_way_median_polish
Two-way functional median polish from Sun and Genton (2012)
dmfpca
Dynamic multilevel functional principal component analysis
all_hmd_female_data
The US female log-mortality rate from 1959-2020 and 3 states (New York, California, Illinois).
facf
Functional autocorrelation function
fbootstrap
Bootstrap independent and identically distributed functional data
Two_way_Residuals_means
Functional time series decomposition into deterministic (functional analysis of variance fitted by means), and time-varying components (functional residuals).
error
Forecast error measure
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
forecast.ftsm
Forecast functional time series
dynamic_FLR
Dynamic updates via functional linear regression
extract
Extract variables or observations
forecastfplsr
Forecast functional time series
forecast.hdfpca
Forecasting via a high-dimensional functional principal component regression
farforecast
Functional data forecasting through functional principal component autoregression
hdfpca
High-dimensional functional principal component analysis
long_run_covariance_estimation
Estimating long-run covariance function for a functional time series
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
ftsm
Fit functional time series model
isfe.fts
Integrated Squared Forecast Error for models of various orders
hd_data
Simulated high-dimensional functional time series
ftsmiterativeforecasts
Forecast functional time series
is.fts
Test for functional time series
fplsr
Functional partial least squares regression
ftsa-package
Functional Time Series Analysis
pm_10_GR
Particulate Matter Concentrations (pm10)
mftsc
Multiple funtional time series clustering
plotfplsr
Plot fitted model components for a functional time series model
plot.ftsf
Plot fitted model components for a functional time series model
plot.fm
Plot fitted model components for a functional model
plot.fmres
Plot residuals from a fitted functional model.
plot.ftsm
Plot fitted model components for a functional time series model
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
mean.fts
Mean functions for functional time series
median.fts
Median functions for functional time series
stop_time_detect
Detection of the optimal stopping time in a curve time series
residuals.fm
Compute residuals from a functional model
sd
Standard deviation
quantile.fts
Quantile functions for functional time series
quantile
Quantile
stop_time_sim_data
Simulated functional time series from a functional autoregression of order one
sd.fts
Standard deviation functions for functional time series
skew_t_fun
Skewed t distribution
var
Variance
var.fts
Variance functions for functional time series
summary.fm
Summary for functional time series model
sim_ex_cluster
Simulated multiple sets of functional time series
FANOVA
Functional analysis of variance fitted by means.
DJI_return
Dow Jones Industrial Average (DJIA)
LQDT_FPCA
Log quantile density transform
CoDa_FPCA
Compositional data analytic approach and functional principal component analysis for forecasting density
GAEVforecast
Fit a generalized additive extreme value model to the functional data with given basis numbers
ER_GR
Selection of the number of principal components
MFDM
Multilevel functional data method
Horta_Ziegelmann_FPCA
Dynamic functional principal component analysis for density forecasting
MAF_multivariate
Maximum autocorrelation factors
CoDa_BayesNW
Compositional data analytic approach and nonparametric function-on-function regression for forecasting density