forecastfplsr: Forecast functional time series

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/forecastfplsr.R

Description

The decentralized response is forecasted by multiplying the estimated regression coefficient with the new decentralized predictor

Usage

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forecastfplsr(object, components, h)

Arguments

object

An object of class fts.

components

Number of optimal components.

h

Forecast horizon.

Value

A fts class object, containing forecasts of responses.

Author(s)

Han Lin Shang

References

R. J. Hyndman and H. L. Shang (2009) "Forecasting functional time series" (with discussion), Journal of the Korean Statistical Society, 38(3), 199-221.

See Also

forecast.ftsm, ftsm, plot.fm, plot.ftsf, residuals.fm, summary.fm

Examples

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# A set of functions are decomposed by functional partial least squares decomposition.	
# By forecasting univariate partial least squares scores, the forecasted curves are 
# obtained by multiplying the forecasted scores by fixed functional partial least 
# squares function plus fixed mean function.
forecastfplsr(object = ElNino_ERSST_region_1and2, components = 2, h = 5)

Example output

Loading required package: forecast
Loading required package: rainbow
Loading required package: MASS
Loading required package: pcaPP
Loading required package: sde
Loading required package: stats4
Loading required package: fda
Loading required package: splines
Loading required package: Matrix

Attaching package: 'fda'

The following object is masked from 'package:forecast':

    fourier

The following object is masked from 'package:graphics':

    matplot

Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

sde 2.0.15
Companion package to the book
'Simulation and Inference for Stochastic Differential Equations With R Examples'
Iacus, Springer NY, (2008)
To check the errata corrige of the book, type vignette("sde.errata")

Attaching package: 'ftsa'

The following objects are masked from 'package:stats':

    sd, var

Functional time series
 y: Sea surface temperature
 x: Month 

ftsa documentation built on Jan. 13, 2021, 6:21 p.m.