Man pages for ZeBang/timeFA
Factor and Autoregressive Models for Tensor Time Series

matAR.RR.estEstimation for Reduced Rank MAR(1) Model
matAR.RR.seAsymptotic Covariance Matrix of One-Term Reduced rank MAR(1)...
mplotPlot Matrix-Valued Time Series
mplot.acfPlot ACF of Matrix-Valued Time Series
predict.tenARPredict funcions for Tensor Autoregressive Models
taxi.sim.ARSimulate taxi data by tenAR models
taxi.sim.FMSimulate taxi data by factor models
tenAR.estEstimation for Autoregressive Model of Tensor-Valued Time...
tenAR.simGenerate TenAR(p) tensor time series
tenFM.estEstimation for Tucker structure Factor Models of...
tenFM.rankRank Determination for Tensor Factor Models with Tucker...
tenFM.simGenerate Tensor Time series using given Factor Process and...
ZeBang/timeFA documentation built on April 23, 2024, 7:33 a.m.