ftsa: Functional Time Series Analysis

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

AuthorRob J Hyndman and Han Lin Shang
Date of publication2016-03-15 06:32:46
MaintainerHan Lin Shang <hanlin.shang@anu.edu.au>
LicenseGPL (>= 2)
Version4.7

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.