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ftsa

R package, ftsa: Functional Time Series Analysis. Functions for visualizing, modeling, forecasting and hypothesis testing of functional time series.

Keywords for this software

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  • functional time series
  • functional principal components
  • functional data
  • forecasting
  • seasonal time series
  • functional principal component analysis
  • final prediction error
  • penalized least squares
  • weight
  • R package
  • functional depth
  • robustness
  • test of independence
  • function-on-function regression
  • Kolmogorov isomorphism theorem
  • single-index model
  • characteristic functional
  • longitudinal data
  • Szegő alternative
  • non-parametric kernel estimation
  • Beurling-Lax-Halmos theorem
  • particulate matter
  • Verblunsky coefficients
  • depth measures, outlier
  • (\alpha)-mixing
  • ordinary least-squares regression
  • Karhunen-Loève expansion
  • representation of functional data
  • roughness penalty
  • atmospheric particles

  • URL: cran.r-project.org/web...
  • Code
  • InternetArchive
  • Manual: cran.r-project.org/web...
  • Authors: R.J. Hyndman, H.L. Shang
  • Dependencies: R

  • Add information on this software.


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References in zbMATH (referenced in 12 articles )

Showing results 1 to 12 of 12.
y Sorted by year (citations)

  1. Bingham, N. H.: Prediction theory for stationary functional time series (2022)
  2. Elías, Antonio; Jiménez, Raúl; Shang, Han Lin: On projection methods for functional time series forecasting (2022)
  3. Meintanis, Simos G.; Hušková, Marie; Hlávka, Zdeněk: Fourier-type tests of mutual independence between functional time series (2022)
  4. Sang, Peijun; Cao, Jiguo: Functional single-index quantile regression models (2020)
  5. Slaoui, Yousri: Recursive nonparametric regression estimation for dependent strong mixing functional data (2020)
  6. Ivanescu, Andrada E.; Crainiceanu, Ciprian M.; Checkley, William: Dynamic child growth prediction: a comparative methods approach (2017)
  7. Aue, Alexander; Norinho, Diogo Dubart; Hörmann, Siegfried: On the prediction of stationary functional time series (2015)
  8. Ugarte, Maria D.; Aguilera, Ana M.: More on functional data analysis and other aspects in OODA (2014)
  9. Shang, Han Lin: Functional time series approach for forecasting very short-term electricity demand (2013)
  10. Manuel Febrero-Bande; Manuel de la Fuente: Statistical Computing in Functional Data Analysis: The R Package fda.usc (2012) not zbMATH
  11. Shang, Han Lin; Hyndman, Rob. J.: Nonparametric time series forecasting with dynamic updating (2011)
  12. Hyndman, Rob J.; Shang, Han Lin: Forecasting functional time series (2009)

  • Article statistics & filter:

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  • MSC classification / top
    • Top MSC classes
      • 60 Probability theory and...
      • 62 Statistics
      • 65 Numerical analysis
      • 91 Game theory, economics,...

  • Publication year
    • 2010 - today
    • 2005 - 2009
    • 2000 - 2004
    • before 2000

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