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ftsa: An R Package for Analyzing Functional Time Series

Shang, Hanlin

Description

Recent advances in computer recording and storing technology have tremendously increased the presence of functional data, whose graphical representation can be infinite-dimensional curve, image, or shape. When the same functional object is observed over a period of time, such data are known as functional time series. This article makes first attempt to describe several techniques (centered around functional principal component analysis) for modeling and forecasting functional time series from a...[Show more]

CollectionsANU Research Publications
Date published: 2013-06-03
Type: Journal article
URI: http://hdl.handle.net/1885/196579
Source: The R Journal
Access Rights: Open Access

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