taxi.sim.FM: Simulate taxi data by factor models

In tensorTS: Factor and Autoregressive Models for Tensor Time Series

Simulate taxi data by factor models

Description

Simulate tensor time series by factor models, using estimated coefficients by taxi data.

Simulate tensor time series by tensor factor models, using estimated autoregressive coefficients and loading matrices from taxi data.

Usage

taxi.sim.FM(t, print.tar.coef=FALSE, print.loading=FALSE, seed=216)

taxi.sim.FM(t=252, print.tar.coef=FALSE, print.loading=FALSE, seed=216)

Arguments

t	length of output series.
print.tar.coef	print autoregressive coefficients, default FALSE.
print.loading	print loading matrices, default FALSE.
seed	random seed.

Value

A tensor-valued time series of dimension (4,4,3).

A tensor-valued time series of dimension (12,12,24,t).

See Also

taxi.sim.AR

taxi.sim.FM

Examples

xx = taxi.sim.FM(t=252)
xx = taxi.sim.FM(t=252)

tensorTS documentation built on May 31, 2023, 7 p.m.