stop_time_sim_data

For detecting the optimal stopping time, we simulate a curve time series that follows a functional autoregression of order 1, with a breakpoint in the middle point of the entire sample.

datasets

Functions for visualizing, modeling, forecasting and hypothesis testing of functional time series.

Han Lin Shang

ftsa

Functional Time Series Analysis

Rob Hyndman

stop_time_sim_data function

<dl> <dt>sample_size</dt>
<dd>Number of curves</dd> <dt>omega</dt>
<dd>Noise level</dd> <dt>seed_number</dt>
<dd>Random seed number</dd></dl>

Arguments

Author

Simulated functional time series from a functional autoregression of order one — stop_time_sim_data

<dl>

 <dt>sample_size</dt>
<dd>Number of curves</dd>

 <dt>omega</dt>
<dd>Noise level</dd>

 <dt>seed_number</dt>
<dd>Random seed number</dd>

</dl>

stop_time_sim_data: Simulated functional time series from a functional autoregression of order one

Description

Usage

Value

Arguments

Author

See Also

Examples