High-Dimensional Functional Time Series Analysis

Offers methods for visualising, modelling, and forecasting high-dimensional functional time series, also known as functional panel data. Documentation about 'hdftsa' is initially provided via the paper by Cristian F. Jimenez-Varon, Ying Sun and Han Lin Shang (2024, Journal of Computational and Graphical Statistics).


Reference manual

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install.packages("hdftsa")

1.1 by Han Lin Shang, 6 months ago


Browse source code at https://github.com/cran/hdftsa


Authors: Han Lin Shang [aut, cre] (ORCID:


Documentation:   PDF Manual  


GPL-3 license


Imports methods, MASS, pdfCluster

Depends on ftsa, forecast


See at CRAN