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

View source: R/forecastfplsr.R

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

1 | ```
forecastfplsr(object, components, h)
``` |

`object` |
An object of class |

`components` |
Number of optimal components. |

`h` |
Forecast horizon. |

A `fts`

class object, containing forecasts of responses.

Han Lin Shang

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

`forecast.ftsm`

, `ftsm`

, `plot.fm`

, `plot.ftsf`

, `residuals.fm`

, `summary.fm`

1 2 3 4 5 | ```
# 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)
``` |

```
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
```

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