envelope: Envelope Algorithm

In aefdz/nnFTS: Nearest Neighbourd Forecasting for Functional Time Series

Envelope Algorithm

Description

This function implement the algorithm to optain neighbourhoods as in the paper.

Usage

envelope(data, focal, distance, plot)

Arguments

data	a fts or fds object see R package rainbow or ftsa.
focal	the name of the curve to envelope. In the article, the most recent curve.
distance	a character string naming the distance. Available options are "supremum" and "l2".
plot	if plotting the selected curves in the different iterations of the algorithm.

Value

a list containing the selected curves.

Examples

data(sinedata)
focal <- '1'
resultsBand <- envelope(sinedata, focal, distance = "l2", plot = FALSE)

aefdz/nnFTS documentation built on March 17, 2023, 3:22 a.m.