freconstruct {Rfssa}

Reconstruction Stage of Functional Singular Spectrum Analysis

Description

Reconstruct univariate or multivariate functional time series (funts) objects from functional singular spectrum analysis (fssa) objects, including Grouping and Hankelization steps. This function performs the reconstruction step for either univariate functional singular spectrum analysis (ufssa) or multivariate functional singular spectrum analysis (mfssa), depending on the input.

Usage

freconstruct(U, groups = as.list(1L:10L))

Arguments

U

an object of class fssa.

groups

a list of numeric vectors, each vector includes indices of elementary components of a group used for reconstruction.

Value

A named list of objects of class funts that are reconstructed according to the specified groups and a numeric vector of eigenvalues.

Note

Refer to fssa for an example on how to run this function starting from fssa objects.

See Also

fssa, funts

Examples

data("Callcenter")
L <- 28
U <- fssa(Callcenter, L)

# FSSA Reconstruction step:
gr <- list(1, 2:3, 4:5, 6:7, 1:7)
Q <- freconstruct(U, gr)
plot(Q[[1]],
  main = "Call Center Mean Component")
plot(Q[[2]],
  main = "Call Center First Periodic Component")

#--------------- Multivariate FSSA Example on bivariate -----------------------------
## temperature curves and smoothed images of vegetation
## Not run: 
data("Montana")
L <- 45
U <- fssa(Montana, L)

# MFSSA Reconstruction step:
Q <- freconstruct(U = U, groups = list(1, 2, 3))
plotly_funts(Q[[1]],
  main = c("Temperature Curves Mean", "NDVI Images Mean"),
  color_palette = "RdYlGn",
  xticklabels = list(
    c("00:00", "06:00", "12:00", "18:00", "24:00"),
    c("113.40\u00B0 W", "113.30\u00B0 W")
  ),
  xticklocs = list(c(1, 6, 12, 18, 24), c(1, 33)),
  yticklabels = list(NA, c("48.70\u00B0 N", "48.77\u00B0 N")),
  yticklocs = list(NA, c(1, 33))
) # mean

plotly_funts(Q[[2]],
  main = c("Temperature Curves Periodic", "NDVI Images Periodic"),
  color_palette = "RdYlGn",
  xticklabels = list(
    c("00:00", "06:00", "12:00", "18:00", "24:00"),
    c("113.40\u00B0 W", "113.30\u00B0 W")
  ),
  xticklocs = list(c(1, 6, 12, 18, 24), c(1, 33)),
  yticklabels = list(NA, c("48.70\u00B0 N", "48.77\u00B0 N")),
  yticklocs = list(NA, c(1, 33))
) # periodic

plot(Q[[3]],
  obs = 3,
  main = c("Temperature Curves Trend", "NDVI Images Trend,")
) # trend

## End(Not run)