R: Functional Time Series Analysis

# Functional Time Series Analysis

## Documentation for package ‘ftsa’ version 6.7

- DESCRIPTION file

## Help Pages

ftsa-package | Functional Time Series Analysis
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)
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
farforecast | Functional data forecasting through functional principal component autoregression
fbootstrap | Bootstrap independent and identically distributed functional data
forecast.ftsm | Forecast functional time series
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
Horta_Ziegelmann_FPCA | Dynamic functional principal component analysis for density forecasting
H_estimate_RS | Estimation of long-memory parameter
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
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_FARMA | Simulating data from a functional autoregressive moving average process
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
T_stationary | Testing stationarity of functional time series
var | Variance
var.default | Variance
var.fts | Variance functions for functional time series