Functional Time Series Analysis

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Documentation for package ‘ftsa’ version 6.4

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ftsa-package Functional Time Series Analysis
all_hmd_female_data The US female log-mortality rate from 1959-2020 and 3 states (New York, California, Illinois).
all_hmd_male_data The US male log-mortality rate from 1959-2020 and 3 states (New York, California, Illinois).
centre Mean function, variance function, median function, trim mean function of functional data
CoDa_BayesNW Compositional data analytic approach and nonparametric function-on-function regression for forecasting density
CoDa_FPCA Compositional data analytic approach and functional principal component analysis for forecasting density
diff.fts Differences of a functional time series
DJI_return Dow Jones Industrial Average (DJIA)
dmfpca Dynamic multilevel functional principal component analysis
dynamic_FLR Dynamic updates via functional linear regression
dynupdate Dynamic updates via BM, OLS, RR and PLS methods
error Forecast error measure
ER_GR Selection of the number of principal components
extract Extract variables or observations
facf Functional autocorrelation function
FANOVA Functional analysis of variance fitted by means.
farforecast Functional data forecasting through functional principal component autoregression
fbootstrap Bootstrap independent and identically distributed functional data
forecast.ftsm Forecast functional time series
forecast.hdfpca Forecasting via a high-dimensional functional principal component regression
forecastfplsr Forecast functional time series
fplsr Functional partial least squares regression
ftsa Functional Time Series Analysis
ftsm Fit functional time series model
ftsmiterativeforecasts Forecast functional time series
ftsmweightselect Selection of the weight parameter used in the weighted functional time series model.
GAEVforecast Fit a generalized additive extreme value model to the functional data with given basis numbers
hdfpca High-dimensional functional principal component analysis
hd_data Simulated high-dimensional functional time series
Horta_Ziegelmann_FPCA Dynamic functional principal component analysis for density forecasting
is.fts Test for functional time series
isfe.fts Integrated Squared Forecast Error for models of various orders
long_run_covariance_estimation Estimating long-run covariance function for a functional time series
LQDT_FPCA Log quantile density transform
MAF_multivariate Maximum autocorrelation factors
mean.fts Mean functions for functional time series
median.fts Median functions for functional time series
MFDM Multilevel functional data method
MFPCA Multilevel functional principal component analysis for clustering
mftsc Multiple funtional time series clustering
One_way_median_polish One-way functional median polish from Sun and Genton (2012)
One_way_Residuals Functional time series decomposition into deterministic (from functional median polish of Sun and Genton (2012)), and functional residual components.
pcscorebootstrapdata Bootstrap independent and identically distributed functional data or functional time series
plot.fm Plot fitted model components for a functional model
plot.fmres Plot residuals from a fitted functional model.
plot.ftsf Plot fitted model components for a functional time series model
plot.ftsm Plot fitted model components for a functional time series model
plotfplsr Plot fitted model components for a functional time series model
pm_10_GR Particulate Matter Concentrations (pm10)
pm_10_GR_sqrt Particulate Matter Concentrations (pm10)
quantile Quantile
quantile.fts Quantile functions for functional time series
residuals.fm Compute residuals from a functional model
sd Standard deviation
sd.default Standard deviation
sd.fts Standard deviation functions for functional time series
sim_ex_cluster Simulated multiple sets of functional time series
sim_ex_cluster.smooth Simulated multiple sets of functional time series
skew_t_fun Skewed t distribution
stop_time_detect Detection of the optimal stopping time in a curve time series
stop_time_sim_data Simulated functional time series from a functional autoregression of order one
summary.fm Summary for functional time series model
Two_way_median_polish Two-way functional median polish from Sun and Genton (2012)
Two_way_Residuals Functional time series decomposition into deterministic (from functional median polish from Sun and Genton (2012)), and time-varying components (functional residuals).
Two_way_Residuals_means Functional time series decomposition into deterministic (functional analysis of variance fitted by means), and time-varying components (functional residuals).
T_stationary Testing stationarity of functional time series
var Variance
var.default Variance
var.fts Variance functions for functional time series