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ftsa  

Functional Time Series Analysis
View on CRAN: Click here


Download and install ftsa package within the R console
Install from CRAN:
install.packages("ftsa")

Install from Github:
library("remotes")
install_github("cran/ftsa")

Install by package version:
library("remotes")
install_version("ftsa", "6.4")



Attach the package and use:
library("ftsa")
Maintained by
Han Lin Shang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2009-09-12
Latest Update: 2023-06-01
Description:
Functions for visualizing, modeling, forecasting and hypothesis testing of functional time series.
How to cite:
Han Lin Shang (2009). ftsa: Functional Time Series Analysis. R package version 6.4, https://cran.r-project.org/web/packages/ftsa. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0 (2009-09-12 15:11), 1.1 (2009-10-08 14:41), 1.2 (2009-12-09 10:07), 1.3 (2009-12-20 10:35), 1.4 (2010-02-12 09:00), 1.5 (2010-02-22 09:04), 1.6 (2010-03-15 10:03), 1.7 (2010-05-16 18:20), 1.8 (2010-06-04 15:24), 1.9 (2010-06-08 09:47), 2.0 (2010-10-14 15:47), 2.1 (2010-11-09 11:17), 2.2 (2010-11-19 14:26), 2.3 (2010-12-07 09:20), 2.4 (2010-12-09 12:29), 2.5 (2011-01-03 13:35), 2.6 (2011-03-31 17:18), 2.7 (2011-09-14 08:21), 2.8 (2012-01-06 07:14), 2.9 (2012-01-08 08:19), 3.0 (2012-01-20 07:49), 3.1 (2012-02-01 09:13), 3.2 (2012-05-21 11:44), 3.3 (2012-05-28 08:40), 3.4 (2012-07-29 11:02), 3.5 (2012-09-13 07:58), 3.6 (2012-10-24 08:39), 3.7 (2013-02-21 07:52), 3.8 (2013-04-05 13:34), 3.9 (2013-08-29 20:52), 4.0 (2014-06-24 01:05), 4.1 (2014-12-10 07:56), 4.2 (2015-03-12 08:20), 4.3 (2015-03-30 09:57), 4.4 (2015-08-05 09:30), 4.5 (2015-11-12 12:58), 4.6 (2015-12-23 06:53), 4.7 (2016-03-15 06:32), 4.8 (2017-04-25 09:42), 4.9 (2018-08-23 08:44), 5.0 (2018-09-15 10:00), 5.1 (2018-10-07 10:10), 5.2 (2018-11-01 20:40), 5.3 (2019-01-03 09:30), 5.4 (2019-01-30 15:40), 5.5 (2019-04-21 17:10), 5.6 (2020-04-23 07:50), 5.7 (2020-05-18 06:50), 5.8 (2020-06-15 14:20), 5.9 (2020-09-25 16:00), 6.0 (2020-11-29 07:20), 6.1 (2021-11-02 07:00), 6.2 (2023-06-01 19:00), 6.3 (2023-09-11 15:10)
Other packages that cited ftsa R package
View ftsa citation profile
Other R packages that ftsa depends, imports, suggests or enhances
Complete documentation for ftsa
Functions, R codes and Examples using the ftsa R package
Some associated functions: CoDa_BayesNW . CoDa_FPCA . DJI_return . ER_GR . FANOVA . GAEVforecast . Horta_Ziegelmann_FPCA . LQDT_FPCA . MAF_multivariate . MFDM . MFPCA . One_way_Residuals . One_way_median_polish . T_stationary . Two_way_Residuals . Two_way_Residuals_means . Two_way_median_polish . all_hmd_female_data . all_hmd_male_data . centre . diff.fts . dmfpca . dynamic_FLR . dynupdate . error . extract . facf . farforecast . fbootstrap . forecast.ftsm . forecast.hdfpca . forecastfplsr . fplsr . ftsa-package . ftsm . ftsmiterativeforecasts . ftsmweightselect . hd_data . hdfpca . is.fts . isfe.fts . long_run_covariance_estimation . mean.fts . median.fts . mftsc . pcscorebootstrapdata . plot.fm . plot.fmres . plot.ftsf . plot.ftsm . plotfplsr . pm_10_GR . quantile.fts . quantile . residuals.fm . sd.fts . sd . sim_ex_cluster . skew_t_fun . stop_time_detect . stop_time_sim_data . summary.fm . var.fts . var . 
Some associated R codes: CoDa_BayesNW.R . CoDa_FPCA.R . CoDa_NFR.R . CoDa_recon.R . DFPCA.R . ER_GR.R . FANOVA.R . FCE_means.R . FPCA.R . FPE.trace.R . FRE_means.R . FlatTop.R . GAEVfore.R . GAEVforecast.R . GAEVpara.R . Horta_Ziegelmann_FPCA.R . Jacob.R . L1median2.R . LOS.R . LQDT_FPCA.R . MAF_multivariate.R . MFDM.R . MFPCA.R . MISE.R . One_way_Residuals.R . One_way_median_polish.R . ParseControlStructure.R . ParseDevString.R . Qn.R . ScaleAdv.R . Substraction.R . T_stationary.R . Two_way_Residuals.R . Two_way_Residuals_means.R . Two_way_median_polish.R . aveISFE.R . center.R . centre.R . colQn.R . combinat.R . dens2lqdNew.R . depth.FM.R . depth.FM_fun.R . depth.RP.R . depth.RPD.R . depth.mode.R . depth.radius.R . diff.fts.R . dmfpca.R . dynamic.pca.R . dynamic_FLR.R . dynupdate.R . error.R . extract.R . extract.time.R . extract.x.R . f.R . fMBD.R . facf.R . farforecast.R . fbootstrap.R . fdpca.R . ffunopare.knn.R . ffunopare.knn.gcv.R . forecast.dfpca.R . forecast.ftsm.R . forecast.ftsm2.R . forecast.hdfpca.R . forecastfplsr.R . fplsr.R . fplsrPI.R . ftsm.R . ftsmPI.R . ftsmiterativeforecasts.R . ftsmweightselect.R . func.mean.R . func.med.RPD.R . func.med.mode.R . func.mode.R . func.trim.RPD.R . func.trim.mode.R . func.trimvar.RPD.R . func.trimvar.mode.R . func.var.R . gamma_matrix.R . get_median.R . getmode.R . gmrae.R . hdfpca.R . hdts.pca.R . hossjercroux.R . hyman.filter.R . is.fts.R . kweights.R . list.cbind.R . list.do.R . list.rbind.R . long_run_covariance_estimation.R . lqd2densNew.R . mae.R . mape.R . mase.R . matrix.rank.R . mdae.R . mdape.R . mdase.R . mdrae.R . mdse.R . me.R . mean.fts.R . median.fts.R . method.FPE.R . metri.p.R . mftsc.R . mpe.R . mrae.R . mrobj.R . mse.R . mu_hat.R . nicerange.R . nipals.R . norm.R . norme.R . partition_column_Y_f.R . partition_row_Y_f.R . pcscorebootstrapdata.R . pegelsna.R . plot.fm.R . plot.fmres.R . plot.ftsf.R . plot.ftsm.R . plotfplsr.R . plsPI.R . plsPI_var.R . plsr.R . plsrPIs.R . plsrPIsboot.R . print.fm.R . print.fmres.R . print.ftsf.R . print.ftsm.R . quadratic.R . quantile.fts.R . rapca.R . relmae.R . relmse.R . repmat.R . resample.score.R . residuals.fm.R . rmdspe.R . rmse.R . rmspe.R . rmsse.R . rstep.R . rw.drift.R . sd.R . sd.default.R . sd.fts.R . semimetric.L2.R . simpls.R . skernel.norm.R . skew_t_fun.R . smape.R . smdape.R . spl.coef.conv.R . sse.R . stop_time_detect.R . stop_time_sim_data.R . struct.forecast.R . summary.fm.R . super_fun.R . tsse.R . unitsimpls.R . var.R . var.default.R . var.fts.R . wpcr.R . wt.tri.R . wtflat.R .  Full ftsa package functions and examples
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