funts: Functional Time Series (funts) Class

In Rfssa: Functional Singular Spectrum Analysis

Functional Time Series (funts) Class

Description

The 'funts' class is designed to encapsulate functional time series objects, including both univariate (FTS) and multivariate (MFTS) forms. It provides a versatile framework for creating and manipulating 'funts' objects, accommodating various basis systems and dimensions.

Usage

funts(
  X,
  basisobj,
  argval = NULL,
  method = "data",
  start = 1,
  end = NULL,
  vnames = NULL,
  dnames = NULL,
  tname = NULL
)

Arguments

X	A matrix, three-dimensional array, or a list of matrix or array objects. When 'method="data"', it represents the observed curve values at discrete sampling points or argument values. When 'method="coefs"', 'X' specifies the coefficients corresponding to the basis system defined in 'basisobj'. If 'X' is a list, it defines a multivariate FTS, with each element being a matrix or three-dimensional array object. In matrix objects, rows correspond to argument values, and columns correspond to the length of the FTS. In three-dimensional array objects, the first and second dimensions correspond to argument values, and the third dimension to the length of the FTS.
basisobj	An object of class 'basisfd', a matrix of empirical basis, or a list of 'basisfd' or empirical basis objects. For empirical basis, rows correspond to basis functions, and columns correspond to grid points.
argval	A vector list of length 'p' which is a set of argument values corresponding to the observations in X. Each entry in this list should either be a numeric value or a list of numeric elements, depending on the dimension of the domain the variable is observed over. It can even vary from one variable to another, If it be NULL, the default value for argval are the integers 1 to n, where n is the size of the first dimension in argument X.?
method	Determines the type of the 'X' matrix: "coefs" or "data."
start	The time of the first observation. It can be a single positive integer or an object of classes 'Date', 'POSIXct', or 'POSIXt', specifying a natural time unit.
end	The time of the last observation, specified in the same way as 'start'.
vnames	a vector of strings specifies the variable names
dnames	list of vector of strings specifies the variable domain names
tname	a string specifies the time index name

Value

An instance of the 'funts' class containing functional time series data.

An instance of the 'funts' class containing functional time series data.

See Also

fssa

Examples

## Not run: 
# 1D FTS example: Callcenter dataset
require(fda)
loadCallcenterData()
D <- matrix(sqrt(callcenter$calls), nrow = 240)
bs1 <- create.bspline.basis(c(0, 23), 22)
u <- seq(0, 23, len = nrow(D))
Y <- funts(X = D, basisobj = bs1, start = as.Date("1999-1-1"),
           vnames = "Sqrt of Call Numbers",
           dnames = "Time (6 minutes aggregated)",
           tname = "Date" )

plot(Y, lwd = 2, npts = 200, col = "deepskyblue4",
  main = "Call Center Data",
)

# _______2D Multivariate Example: Montana dataset
# Temperature curves and smoothed images of vegetation

loadMontanaData()
Temp <- montana$Temp
NDVI <- montana$NDVI
Montana_Data <- list(Temp / sd(Temp), NDVI)
bs1 <- create.bspline.basis(c(0, 23), 11)
bs2 <- create.bspline.basis(c(1, 33), 13)
bs2d <- list(bs2, bs2)
bsmv <- list(bs1, bs2d)
Y <- funts(X = Montana_Data, basisobj = bsmv,
           start = as.Date("2008-01-01"),
           end = as.Date("2013-09-30"),
           vnames = c("Normalized Temperature (\u00B0C)" , "NDVI"),
           dnames = list("Time", c("Latitude", "Longitude")),
           tname = "Date"
)

plot(Y,  main = "Montana dataset")


## End(Not run)

Rfssa documentation built on Oct. 27, 2023, 1:08 a.m.