Description Usage Arguments Value References Examples
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.
1 | p_cfar_part(model, f, new.obs)
|
model |
CFAR model. |
f |
the functional time series data. |
new.obs |
the given first |
The function returns a prediction of the CFAR process.
Liu, X., Xiao, H., and Chen, R. (2016) Convolutional autoregressive models for functional time series. Journal of Econometrics, 194, 263-282.
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