p_cfar_part: Partial Curve Prediction of CFAR Processes

In NTS: Nonlinear Time Series Analysis

Partial Curve Prediction of CFAR Processes

Description

Partial prediction for CFAR processes. t curves are given and we want to predit the curve at time t+1, but we know the first n observations in the curve, to predict the n+1 observation.

Usage

p_cfar_part(model, f, new.obs)

Arguments

model	CFAR model.
f	the functional time series data.
new.obs	the given first n observations.

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.

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