Check accuracy of the model
" 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]]
______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.