R help - Apr 2021 - Check accuracy of the model

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Hi, hope that you will be fine, I have a problem with functional time series,   
I am working with the hourly electricity spot price data, due to the large
dimensionality I convert the discrete data into functional data. The model I use
the functional autoregressive model of order more than one, as per my knowledge
there no R package available to deal with such model, so I apply an alternative
method, using the functional principal components (FPC's) as dimensional
reduction, utilizing the associated principal components for the forecasting
through multivariate time series model. Then I convert these forecast scores
into functional curves through Karhunen-Loeve decomposition into a functional
form, in such a way I obtained a forecast of each day as a single curve. Know,
to check the accuracy of the model I want to calculate percentage mean square
error or mean absolute error. know my problem start from here, So I want to
reverse back each curve into 24 discrete points, is there is any package in R
which is helpful in dealing with such a problem. I will be waiting for your
fruitful reply in this regard.

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" The model I use the functional autoregressive model of order more than
one, as per my knowledge there no R package available to deal with such
model," ...

Have you looked here:
https://cran.r-project.org/web/views/TimeSeries.html
or perhaps here:
https://cran.r-project.org/web/views/Econometrics.html

A full list of all such R "task views" -- very useful to be aware of
-- is
of course in the parent directory here:
https://cran.r-project.org/web/views/

I should note that your query is largely off topic. Read and follow the
posting guide linked below if you post again, but note, per the guide:

"*Questions about statistics:* The R mailing lists are primarily intended
for questions and discussion about the R software. However, questions about
statistical methodology are sometimes posted. If the question is well-asked
and of interest to someone on the list, it *may* elicit an informative
up-to-date answer."

Also, this is a **plain text** list -- so **no HTML** in any future
postings, please.


Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Sat, Apr 17, 2021 at 12:33 PM Faheem Jan via R-help <r-help at
r-project.org>
wrote:
>
>    -
> Hi, hope that you will be fine, I have a problem with functional time
> series,
> I am working with the hourly electricity spot price data, due to the large
> dimensionality I convert the discrete data into functional data. The model
> I use the functional autoregressive model of order more than one, as per my
> knowledge there no R package available to deal with such model, so I apply
> an alternative method, using the functional principal components
(FPC's) as
> dimensional reduction, utilizing the associated principal components for
> the forecasting through multivariate time series model. Then I convert
> these forecast scores into functional curves through Karhunen-Loeve
> decomposition into a functional form, in such a way I obtained a forecast
> of each day as a single curve. Know, to check the accuracy of the model I
> want to calculate percentage mean square error or mean absolute error. know
> my problem start from here, So I want to reverse back each curve into 24
> discrete points, is there is any package in R which is helpful in dealing
> with such a problem. I will be waiting
>   for your fruitful reply in this regard.
>
>    -
>
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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