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, <doi:10.1080/10618600.2024.2319166>).
tools:::Rd_package_author("hdftsa")
Maintainer: tools:::Rd_package_maintainer("hdftsa")
C. F. Jimenez-Varon, Y. Sun and H. L. Shang (2024) Forecasting high-dimensional functional time series: Application to sub-national age-specific mortality, Journal of Computational and Graphical Statistics, 33(4), 1160-1174.
C. F. Jimenez-Varon, Y. Sun and H. L. Shang (2024) Forecasting density-valued functional panel data, Australian and New Zealand Journal of Statistics, under minor revision.