fplsrweightselect {ftsa}R Documentation

Selecting an optimal weight parameter for the weighted functional partial least squares regression

Description

Selecting an optimal geometrically decaying weight used in the fplsr.

Usage

fplsrweightselect(data, errortype = c("L1norm", "L2norm", "Linfnorm"), h)

Arguments

data An object of class fts.
errortype Type of error measure.
h Forecast horizon.

Details

The optimal weight parameter is selected by minimizing an error measure, using the optimize function.

Value

minimum Optimal weight parameter.
objective Optimal error.

Author(s)

Han Lin Shang

References

R. J. Hyndman and H. L. Shang (2009) "Forecasting functional time series (with discussion)", Journal of the Korean Statistical Society, 38(3), 199-221.

See Also

ftsmweightselect

Examples

fplsrweightselect(Australiasmoothfertility, errortype = "L2norm", h = 10)

[Package ftsa version 1.3 Index]