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hdftsa (version 1.0)

High-Dimensional Functional Time Series Analysis

Description

Offers methods for visualizing, modelling, and forecasting high-dimensional functional time series, also known as functional panel data. Documentation about 'hdftsa' is provided via the paper by Cristian F. Jimenez-Varon, Ying Sun and Han Lin Shang (2024, ).

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Version

Install

install.packages('hdftsa')

Monthly Downloads

148

Version

1.0

License

GPL-3

Maintainer

Han Lin Shang

Last Published

January 24th, 2025

Functions in hdftsa (1.0)

FANOVA

Functional analysis of variance fitted by means.
One_way_median_polish

One-way functional median polish from Sun and Genton (2012)
Two_way_median_polish

Two-way functional median polish from Sun and Genton (2012)
Two_way_Residuals_means

Functional time series decomposition into deterministic (functional analysis of variance fitted by means), and time-varying components (functional residuals).
hdftsa-package

High-dimensional Functional Time Series Analysis
One_way_Residuals

Functional time series decomposition into deterministic (from functional median polish of Sun and Genton (2012)), and functional residual components.
Two_way_Residuals

Functional time series decomposition into deterministic (from functional median polish from Sun and Genton (2012)), and time-varying components (functional residuals).