Functional Time Series: Dynamic Functional Principal Components
Proportion of variance explained by dynamic principal components
Creates an object of class fts.freqdom.
Contour plot for the kernels of cross-covariance operators.
Plot kernels
Contour plot of operator kernels.
Functional time series: dynamic FPCA
Estimate autocovariance and cross-covariances operators
Functional dynamic PCA filters
Dynamic KL expansion
Compute Functional Dynamic Principal Components and dynamic Karhunen L...
Functional dynamic principal component scores
Simulate functional autoregressive processes
Simulate functional moving average processes
Functional spectral and cross-spectral density operator
Object of class fts.timedom
Truncate functional timedom object
Checks if an object belongs to the class fts.freqdom
Checks if an object belongs to the class fts.timedom
Implementations of functional dynamic principle components analysis. Related graphic tools and frequency domain methods. These methods directly use multivariate dynamic principal components implementation, following the guidelines from Hormann, Kidzinski and Hallin (2016), Dynamic Functional Principal Component <doi:10.1111/rssb.12076>.