fdaACF-package |
fdaACF: Autocorrelation function for Functional Time Series |
elec_prices |
Daily electricity price profiles from the Day-Ahead Spanish Electricity Market |
estimate_iid_distr_Imhof |
Estimate distribution of the fACF under the iid. hypothesis using Imhof's method |
estimate_iid_distr_MC |
Estimate distribution of the fACF under the iid. hypothesis using MC method |
fdaACF |
fdaACF: Autocorrelation function for Functional Time Series |
fit_ARHp_FPCA |
Fit an ARH(p) to a given functional time series |
FTS_identification |
Obtain the auto- and partial autocorrelation functions for a given FTS |
integral_operator |
Integral transformation of a curve using an integral operator |
mat2fd |
Obtain a fd object from a matrix |
obtain_autocorrelation |
Estimate the autocorrelation function of the series |
obtain_autocovariance |
Estimate the autocovariance function of the series |
obtain_autocov_eigenvalues |
Estimate eigenvalues of the autocovariance function |
obtain_FACF |
Obtain the autocorrelation function for a given functional time series. |
obtain_FPACF |
Obtain the partial autocorrelation function for a given FTS. |
obtain_suface_L2_norm |
Obtain L2 norm of the autocovariance functions |
plot_autocovariance |
Generate a 3D plot of the autocovariance surface of a given FTS |
plot_FACF |
Plot the autocorrelation function of a given FTS |
reconstruct_fd_from_PCA |
Obtain the reconstructed curves after PCA |
simulate_iid_brownian_bridge |
Simulate a FTS from a brownian bridge process |
simulate_iid_brownian_motion |
Simulate a FTS from a brownian motion process |