p_cfar_part: Partial Curve Prediction of CFAR Processes

In ConvFuncTimeSeries/test3:

Description

Partial prediction for CFAR processes. t curves are given and we want to predit the curve at time t+1, but we know the first n observations in the curve, to predict the n+1 observation.

Usage

p_cfar_part(model, f, new.obs)

Arguments

model	CFAR model.
f	the functional time series data.
new.obs	the given first n observations.

Value

The function returns a prediction of the CFAR process.

References

Liu, X., Xiao, H., and Chen, R. (2016) Convolutional autoregressive models for functional time series. Journal of Econometrics, 194, 263-282.

Examples

phi_func= function(x)   
{
 	return(dnorm(x,mean=0,sd=0.1))
}
y=g_cfar1(100,5,phi_func)
library(MASS)	
library(splines)
f_grid=y$cfar
index=seq(1,1001,by=10)
f=f_grid[,index]
est=est_cfar(f,1)
pred=p_cfar_part(est,f,1)

ConvFuncTimeSeries/test3 documentation built on May 29, 2019, 11:41 a.m.