var
(Package: ftsa) :
Variance
Generic functions for variance.
● Data Source:
CranContrib
● Keywords: models
● Alias: var, var.default
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ftsm
(Package: ftsa) :
Fit functional time series model
Fits a principal component model to a fts object. The function uses optimal orthonormal principal components obtained from a principal components decomposition.
● Data Source:
CranContrib
● Keywords: models
● Alias: ftsm
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Generic functions for quantile.
● Data Source:
CranContrib
● Keywords: models
● Alias: quantile
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plot.ftsm
(Package: ftsa) :
Plot fitted model components for a functional time series model
Plot showing the basis functions in the top row of plots and the coefficients in the bottom row of plots.
● Data Source:
CranContrib
● Keywords: models
● Alias: plot.ftsm
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summary.fm
(Package: ftsa) :
Summary for functional time series model
Summarizes a basis function model fitted to a functional time series. It returns various measures of goodness-of-fit.
● Data Source:
CranContrib
● Keywords: models
● Alias: summary.fm
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sd
(Package: ftsa) :
Standard deviation
Generic functions for standard deviation.
● Data Source:
CranContrib
● Keywords: models
● Alias: sd, sd.default
●
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quantile.fts
(Package: ftsa) :
Quantile functions for functional time series
Computes quantiles of functional time series at each variable.
● Data Source:
CranContrib
● Keywords: methods
● Alias: quantile.fts
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mean.fts
(Package: ftsa) :
Mean functions for functional time series
Computes mean of functional time series at each variable.
● Data Source:
CranContrib
● Keywords: methods
● Alias: mean.fts
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The coefficients from the fitted object are forecasted using either an ARIMA model (method = "arima" ), an AR model (method = "ar" ), an exponential smoothing method (method = "ets" ), a linear exponential smoothing method allowing missing values (method = "ets.na" ), or a random walk with drift model (method = "rwdrift" ). The forecast coefficients are then multiplied by the principal components to obtain a forecast curve.
● Data Source:
CranContrib
● Keywords: models
● Alias: ftsmiterativeforecasts
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Computes bootstrap or smoothed bootstrap samples based on either independent and identically distributed functional data or functional time series.
● Data Source:
CranContrib
● Keywords: models
● Alias: pcscorebootstrapdata
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