hdftsa-package {hdftsa}R Documentation

High-dimensional Functional Time Series Analysis

Description

Offers methods for visualizing, modelling, and forecasting high-dimensional functional time series, also known as functional panel data. Documentation about 'hdftsa' is provided via the paper by Cristian F. Jimenez-Varon, Ying Sun and Han Lin Shang (2024, <doi:10.1080/10618600.2024.2319166>).

Author(s)

Han Lin Shang [aut, cre] (<https://orcid.org/0000-0003-1769-6430>)

Maintainer: Han Lin Shang <hanlin.shang@mq.edu.au>

References

C. F. Jimenez-Varon, Y. Sun and H. L. Shang (2024) Forecasting high-dimensional functional time series: Application to sub-national age-specific mortality, Journal of Computational and Graphical Statistics, 33(4), 1160-1174.

C. F. Jimenez-Varon, Y. Sun and H. L. Shang (2024) Forecasting density-valued functional panel data, Australian and New Zealand Journal of Statistics, under minor revision.


[Package hdftsa version 1.0 Index]