High-Dimensional Functional Time Series Analysis

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Documentation for package ‘hdftsa’ version 1.1

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hdftsa-package High-dimensional 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).
dmfpca Dynamic multilevel functional principal component analysis
forecast.hdfpca Forecasting via a high-dimensional functional principal component regression
hdfpca High-dimensional functional principal component analysis
hdftsa High-dimensional Functional Time Series Analysis
hd_data Simulated high-dimensional functional time series
MFPCA Multilevel functional principal component analysis for clustering
mftsc Multiple functional time series clustering
One_way_mean One-way functional analysis of variance based on means
One_way_mean_residuals High-dimensional functional time series decomposition into deterministic and functional residual components.
One_way_median_polish One-way functional median polish from Sun and Genton (2012)
One_way_median_polish_residuals High-dimensional functional time series decomposition into deterministic (from functional median polish of Sun and Genton (2012)), and functional residual components.
sim_ex_cluster Simulated multiple sets of functional time series
sim_ex_cluster.smooth Simulated multiple sets of functional time series
Two_way_mean Functional analysis of variance fitted by means.
Two_way_mean_residuals Functional time series decomposition into deterministic (functional analysis of variance fitted by means), and time-varying components (functional residuals).
Two_way_median_polish Two-way functional median polish from Sun and Genton (2012)
Two_way_median_polish_residuals Functional time series decomposition into deterministic (from functional median polish from Sun and Genton (2012)), and time-varying components (functional residuals).