Raw File
ftsa-package.Rd
\name{ftsa-package}
\alias{ftsa-package}
\docType{package}
\title{
Functional time series analysis
}
\description{
This package presents descriptive statistics for modeling functional data; implements principal component regression and partial least squares regression to provide point and distributional forecasts for functional data; utilizes ordinary least squares, penalized least squares, ridge regression, and moving block approaches to dynamically update point and distributional forecasts when partial data points in the most recent curve are observed.
}
\author{
Rob J Hyndman and Han Lin Shang 

Maintainer: Han Lin Shang <HanLin.Shang@buseco.monash.edu.au>
}
\references{
R. J. Hyndman and H. L. Shang (2009) "Forecasting functional time series (with discussion)", \emph{Journal of the Korean Statistical Society}, \bold{38}(3), 199-221.

R. J. Hyndman and H. L. Shang. (2010) "Rainbow plots, bagplots, and boxplots for functional data", \emph{Journal of Computational and Graphical Statistics}, \bold{19}(1), 29-45.

H. L. Shang and R. J. Hyndman (2011) "Nonparametric time series forecasting with dynamic updating", Mathematics and Computers in Simulation, \bold{81}(7), 1310-1324.

H. L. Shang, H. Booth and R. J. Hyndman (2011) "Point and interval forecasts of mortality rates and life expectancy: a comparison of ten principal component methods, Demographic Research, \bold{25}(5), 173-214.
}
\keyword{package}


back to top