hdftsa1.0 package

High-Dimensional Functional Time Series Analysis

FANOVA

Functional analysis of variance fitted by means.

hdftsa-package

High-dimensional Functional Time Series Analysis

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...

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 an...

Two_way_Residuals

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

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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>).

  • Maintainer: Han Lin Shang
  • License: GPL-3
  • Last published: 2025-01-24