search for: fpcscores

...ivariate time series data(hourly time series data). Sir? i am using FAR model more than one order for which no statistical package is available in R, so for this i convert my data into functional form and obtained the functional principle component and from those FPCA i extract their corresponding? FPCscores. Know i use the VAR model on those FPCscores for the forecasting of each 24 hours through the VAR model, but the VAR give me the forecasted value for all 23hours? when i put phat=23, but whenever i put phat=24 i.e want to predict each 24 hours its give the results in the form of NA. the code is giv...

...multivariate time series data(hourly time series data). Sir? i am usingFAR model more than one order for which no statistical package is available inR, so for this i convert my data into functional form and obtained thefunctional principle component and from those FPCA i extract theircorresponding? FPCscores. Know i use the VAR model on those FPCscores forthe forecasting of each 24 hours through the VAR model, but the VAR give me theforecasted value for all 23hours? when i put phat=23, but whenever i putphat=24 i.e want to predict each 24 hours its give the results in the form ofNA. the code is given b...

...ation. For this??I transform the the data into functional data through Fourier basis functional, apply functional principle components as dimensional reduction explaining a specific amount of variation? ?, using the corresponding? functional principle components scores. I use the VAR model on those FPCscores for forecasting one day ahead forecast, know my problem is that i choose four Fpc scores which give only four value in a single day, I want the forecast for 24 hours not only 4, and then i want to transform it back to the original functional data. for the understanding i am sharing my code (1) tran...

...ation. For this??I transform the the data into functional data through Fourier basis functional, apply functional principle components as dimensional reduction explaining a specific amount of variation? ?, using the corresponding? functional principle components scores. I use the VAR model on those FPCscores for forecasting one day ahead forecast, know my problem is that i choose four Fpc,s which give only four value in a single day, I want the forecast for 24 hours not only 4, and then i want to transform it back to the original functional data. for the understanding i am sharing my code (1) transform...