p_cfar_part: Partial Curve Prediction of CFAR Processes

Description Usage Arguments Value References

View source: R/CFAR.r

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

1
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 Aug. 6, 2020, 5:08 p.m.

Related to p_cfar_part in NTS...