Functional Time Series Analysis


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Documentation for package ‘ftsa’ version 5.4

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ftsa-package Functional Time Series Analysis
centre Mean function, variance function, median function, trim mean function of functional data
diff.fts Differences of a functional time series
dynamic_FLR Dynamic updates via functional linear regression
dynupdate Dynamic updates via BM, OLS, RR and PLS methods
error Forecast error measure
extract Extract variables or observations
facf Functional autocorrelation function
farforecast Functional data forecasting through functional principal component autoregression
fbootstrap Bootstrap independent and identically distributed functional data
forecast.ftsm Forecast functional time series
forecast.hdfpca Forecasting via a high-dimensional functional principal component regression
forecastfplsr Forecast functional time series
fplsr Functional partial least squares regression
ftsa Functional Time Series Analysis
ftsm Fit functional time series model
ftsmiterativeforecasts Forecast functional time series
ftsmweightselect Selection of the weight parameter used in the weighted functional time series model.
hdfpca High-dimensional functional principal component analysis
hd_data Simulated high-dimensional functional time series
is.fts Test for functional time series
isfe.fts Integrated Squared Forecast Error for models of various orders
long_run_covariance_estimation Estimating long-run covariance function for a functional time series
mean.fts Mean functions for functional time series
median.fts Median functions for functional time series
MFDM Multilevel functional data method
pcscorebootstrapdata Bootstrap independent and identically distributed functional data or functional time series
plot.fm Plot fitted model components for a functional model
plot.fmres Plot residuals from a fitted functional model.
plot.ftsf Plot fitted model components for a functional time series model
plot.ftsm Plot fitted model components for a functional time series model
plotfplsr Plot fitted model components for a functional time series model
pm_10_GR Particulate Matter Concentrations (pm10)
pm_10_GR_sqrt Particulate Matter Concentrations (pm10)
quantile Quantile
quantile.fts Quantile functions for functional time series
residuals.fm Compute residuals from a functional model
sd Standard deviation
sd.default Standard deviation
sd.fts Standard deviation functions for functional time series
summary.fm Summary for functional time series model
T_stationary Testing stationarity of functional time series
var Variance
var.default Variance
var.fts Variance functions for functional time series