ftsa6.4 package

Functional Time Series Analysis

centre

Mean function, variance function, median function, trim mean function ...

CoDa_BayesNW

Compositional data analytic approach and nonparametric function-on-fun...

CoDa_FPCA

Compositional data analytic approach and functional principal componen...

diff.fts

Differences of a functional time series

dmfpca

Dynamic multilevel functional principal component analysis

dynamic_FLR

Dynamic updates via functional linear regression

dynupdate

Dynamic updates via BM, OLS, RR and PLS methods

ER_GR

Selection of the number of principal components

error

Forecast error measure

extract

Extract variables or observations

facf

Functional autocorrelation function

FANOVA

Functional analysis of variance fitted by means.

farforecast

Functional data forecasting through functional principal component aut...

fbootstrap

Bootstrap independent and identically distributed functional data

forecast.ftsm

Forecast functional time series

forecast.hdfpca

Forecasting via a high-dimensional functional principal component regr...

forecastfplsr

Forecast functional time series

fplsr

Functional partial least squares regression

ftsa-package

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...

GAEVforecast

Fit a generalized additive extreme value model to the functional data ...

hdfpca

High-dimensional functional principal component analysis

Horta_Ziegelmann_FPCA

Dynamic functional principal component analysis for density forecastin...

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

LQDT_FPCA

Log quantile density transform

MAF_multivariate

Maximum autocorrelation factors

mean.fts

Mean functions for functional time series

median.fts

Median functions for functional time series

MFDM

Multilevel functional data method

MFPCA

Multilevel functional principal component analysis for clustering

mftsc

Multiple funtional time series clustering

One_way_median_polish

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

One_way_Residuals

Functional time series decomposition into deterministic (from function...

pcscorebootstrapdata

Bootstrap independent and identically distributed functional data or f...

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

quantile.fts

Quantile functions for functional time series

quantile

Quantile

residuals.fm

Compute residuals from a functional model

sd.fts

Standard deviation functions for functional time series

sd

Standard deviation

skew_t_fun

Skewed t distribution

stop_time_detect

Detection of the optimal stopping time in a curve time series

stop_time_sim_data

Simulated functional time series from a functional autoregression of o...

summary.fm

Summary for functional time series model

T_stationary

Testing stationarity of functional time series

Two_way_median_polish

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

Two_way_Residuals

Functional time series decomposition into deterministic (from function...

Two_way_Residuals_means

Functional time series decomposition into deterministic (functional an...

var.fts

Variance functions for functional time series

var

Variance

Functions for visualizing, modeling, forecasting and hypothesis testing of functional time series.

  • Maintainer: Han Lin Shang
  • License: GPL-3
  • Last published: 2024-01-23