fpcb

Predictive Confidence Bands for Functional Time Series Forecasting

CRAN Package

Functions to represent functional objects under a Reproducing Kernel Hilbert Space (RKHS) framework as described in Muñoz & González (2010). Autoregressive Hilbertian Model for functional time series using RKHS and predictive confidence bands construction as proposed in Hernández et al (2021).


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  • Imports1 package