p_cfar: Prediction of CFAR Processes

In NTS: Nonlinear Time Series Analysis

Prediction of CFAR Processes

Description

Prediction of CFAR processes.

Usage

p_cfar(model, f, m = 3)

Arguments

model	CFAR model.
f	the functional time series data.
m	the forecast horizon.

Value

The function returns a prediction of the CFAR process.

References

Liu, X., Xiao, H., and Chen, R. (2016) Convolutional autoregressive models for functional time series. Journal of Econometrics, 194, 263-282.

Examples

phi_func= function(x)
{
 	return(dnorm(x,mean=0,sd=0.1))
}
y=g_cfar1(100,5,phi_func)
f_grid=y$cfar
index=seq(1,1001,by=50)
f=f_grid[,index]
est=est_cfar(f,1)
pred=p_cfar(est,f,1)

NTS documentation built on Sept. 25, 2023, 1:08 a.m.