ftsa: Functional Time Series Analysis

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Functions for visualizing, modeling, forecasting and hypothesis testing of functional time series.

Author
Rob J Hyndman and Han Lin Shang
Date of publication
2016-03-15 06:32:46
Maintainer
Han Lin Shang <hanlin.shang@anu.edu.au>
License
GPL (>= 2)
Version
4.7

View on CRAN

Man pages

centre
Mean function, variance function, median function, trim mean...
diff.fts
Differences of a functional time series
dynamic_FLR
Dynamic updates via functional linear regression
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
error
Forecast error measure
extract
Extract variables or observations
farforecast
Functional data forecasting through functional principal...
fbootstrap
Bootstrap independent and identically distributed functional...
forecastfplsr
Forecast functional time series
forecast.ftsm
Forecast functional time series
fplsr
Functional partial least squares regression
ftsa-package
Functional Time Series Analysis
ftsm
Fit functional time series model
ftsmiterativeforecasts
Forecast functional time series
ftsmweightselect
Selection of the weight parameter used in the weighted...
isfe.fts
Integrated Squared Forecast Error for models of various...
is.fts
Test for functional time series
mean.fts
Mean functions for functional time series
median
Median
median.fts
Median functions for functional time series
MFDM
Multilevel functional data method
pcscorebootstrapdata
Bootstrap independent and identically distributed functional...
plot.fm
Plot fitted model components for a functional model
plot.fmres
Plot residuals from a fitted functional model.
plotfplsr
Plot fitted model components for a functional time series...
plot.ftsf
Plot fitted model components for a functional time series...
plot.ftsm
Plot fitted model components for a functional time series...
pm_10_GR
Particulate Matter Concentrations (pm10)
quantile
Quantile
quantile.fts
Quantile functions for functional time series
residuals.fm
Compute residuals from a functional model
sd
Standard deviation
sd.fts
Standard deviation functions for functional time series
summary.fm
Summary for functional time series model
T_stationary
Testing stationarity of functional time series
var
Variance
var.fts
Variance functions for functional time series

Files in this package

ftsa
ftsa/inst
ftsa/inst/CITATION
ftsa/inst/doc
ftsa/inst/doc/ftsa.R
ftsa/inst/doc/ftsa_test.pdf
ftsa/inst/doc/ftsa.Rnw
ftsa/inst/doc/ftsa_test.Rnw
ftsa/inst/doc/ftsa.pdf
ftsa/NAMESPACE
ftsa/data
ftsa/data/pm_10_GR.rda
ftsa/data/pm_10_GR_sqrt.rda
ftsa/R
ftsa/R/func.med.RPD.R
ftsa/R/colQn.r
ftsa/R/pcscorebootstrapdata.R
ftsa/R/ftsmweightselect.R
ftsa/R/rmdspe.R
ftsa/R/sd.R
ftsa/R/diff.R
ftsa/R/rapca.r
ftsa/R/mape.R
ftsa/R/fplsrPI.R
ftsa/R/depth.FM.R
ftsa/R/ftsmiterativeforecasts.R
ftsa/R/struct.forecast.r
ftsa/R/dynupdate.R
ftsa/R/rstep.r
ftsa/R/me.R
ftsa/R/summary.fm.R
ftsa/R/var.R
ftsa/R/smdape.R
ftsa/R/plot.ftsm.R
ftsa/R/unitsimpls.R
ftsa/R/depth.mode.R
ftsa/R/nicerange.r
ftsa/R/relmse.R
ftsa/R/plsr.R
ftsa/R/sd.default.R
ftsa/R/hossjercroux.r
ftsa/R/nipals.R
ftsa/R/plotfplsr.R
ftsa/R/plsrPIs.R
ftsa/R/depth.RP.R
ftsa/R/mse.R
ftsa/R/print.fmres.R
ftsa/R/DataPostProc.r
ftsa/R/skernel.norm.R
ftsa/R/quantile.fts.R
ftsa/R/repmat.r
ftsa/R/wpcr.R
ftsa/R/rmse.R
ftsa/R/depth.RPD.R
ftsa/R/func.var.R
ftsa/R/depth.radius.R
ftsa/R/rmsse.R
ftsa/R/ScaleAdv.r
ftsa/R/print.ftsf.R
ftsa/R/mdrae.R
ftsa/R/median.fts.R
ftsa/R/L1median2.r
ftsa/R/mdae.R
ftsa/R/forecast.ftsm2.R
ftsa/R/func.mode.R
ftsa/R/fplsr.R
ftsa/R/smape.R
ftsa/R/func.trimvar.mode.R
ftsa/R/mean.fts.R
ftsa/R/mae.R
ftsa/R/simpls.R
ftsa/R/metri.p.r
ftsa/R/mdse.R
ftsa/R/func.trimvar.RPD.R
ftsa/R/ftsm.R
ftsa/R/func.med.mode.R
ftsa/R/plsPI.R
ftsa/R/func.mean.R
ftsa/R/fbootstrap.R
ftsa/R/error.R
ftsa/R/sd.fts.R
ftsa/R/func.trim.mode.R
ftsa/R/MISE.r
ftsa/R/aveISFE.r
ftsa/R/mrobj.r
ftsa/R/center.R
ftsa/R/diff.default.R
ftsa/R/hyman.filter.r
ftsa/R/pegelsna.r
ftsa/R/mdase.R
ftsa/R/Qn.r
ftsa/R/var.default.R
ftsa/R/norm.r
ftsa/R/quantile.outliers.trim.R
ftsa/R/ParseDevString.r
ftsa/R/diff.fts.R
ftsa/R/relmae.R
ftsa/R/rmspe.R
ftsa/R/dynamic_FLR.R
ftsa/R/MFDM.R
ftsa/R/print.fm.R
ftsa/R/matrix.rank.r
ftsa/R/ParseControlStructure.r
ftsa/R/norme.r
ftsa/R/func.trim.RPD.R
ftsa/R/mpe.R
ftsa/R/extract.R
ftsa/R/spl.coef.conv.r
ftsa/R/print.ftsm.R
ftsa/R/mrae.R
ftsa/R/mdape.R
ftsa/R/median.R
ftsa/R/Jacob.R
ftsa/R/extract.time.R
ftsa/R/forecastfplsr.R
ftsa/R/forecast.ftsm.R
ftsa/R/gmrae.R
ftsa/R/ftsmPI.R
ftsa/R/plsrPIsboot.R
ftsa/R/centre.R
ftsa/R/residuals.fm.R
ftsa/R/isfe.fts.r
ftsa/R/plot.fm.R
ftsa/R/T_stationary.R
ftsa/R/rw.drift.r
ftsa/R/plot.fmres.R
ftsa/R/farforecast.R
ftsa/R/loadSgnU.r
ftsa/R/quantile.outliers.pond.R
ftsa/R/is.fts.R
ftsa/R/mase.R
ftsa/R/var.fts.R
ftsa/R/fdpca.R
ftsa/R/sse.R
ftsa/R/plot.ftsf.R
ftsa/R/extract.x.R
ftsa/vignettes
ftsa/vignettes/master.bib
ftsa/vignettes/KokoszkaShang.bib
ftsa/vignettes/ibm.pdf
ftsa/vignettes/pm10.pdf
ftsa/vignettes/ftsa.Rnw
ftsa/vignettes/ftsa_test.Rnw
ftsa/vignettes/pm10_ftsm.pdf
ftsa/MD5
ftsa/build
ftsa/build/vignette.rds
ftsa/DESCRIPTION
ftsa/ChangeLog
ftsa/man
ftsa/man/var.Rd
ftsa/man/ftsm.Rd
ftsa/man/quantile.Rd
ftsa/man/plot.ftsm.Rd
ftsa/man/summary.fm.Rd
ftsa/man/sd.Rd
ftsa/man/quantile.fts.Rd
ftsa/man/mean.fts.Rd
ftsa/man/ftsmiterativeforecasts.Rd
ftsa/man/pcscorebootstrapdata.Rd
ftsa/man/MFDM.Rd
ftsa/man/var.fts.Rd
ftsa/man/farforecast.Rd
ftsa/man/median.fts.Rd
ftsa/man/plot.fmres.Rd
ftsa/man/plot.fm.Rd
ftsa/man/pm_10_GR.Rd
ftsa/man/isfe.fts.Rd
ftsa/man/plot.ftsf.Rd
ftsa/man/ftsmweightselect.Rd
ftsa/man/fbootstrap.Rd
ftsa/man/median.Rd
ftsa/man/forecast.ftsm.Rd
ftsa/man/forecastfplsr.Rd
ftsa/man/error.Rd
ftsa/man/plotfplsr.Rd
ftsa/man/dynamic_FLR.Rd
ftsa/man/diff.fts.Rd
ftsa/man/dynupdate.Rd
ftsa/man/sd.fts.Rd
ftsa/man/is.fts.Rd
ftsa/man/centre.Rd
ftsa/man/extract.Rd
ftsa/man/residuals.fm.Rd
ftsa/man/ftsa-package.Rd
ftsa/man/T_stationary.Rd
ftsa/man/fplsr.Rd