funcast 0.1.0

Functional data forecasting with covariates (FunCast model)

Python implementation of the FunCast functional data forecasting model.

Paper reference

Sezgin et al. (2025), "Funcast: a forecasting model for functional data using covariates", under review at Journal of Statistical Planning and Inference (JSPI).

Authors : Selman Sezgin (a, b), Julien Jacques (a), Kahina Mokrani (b) and Sylvain Allio (b)

(a) ERIC, Université Lumière Lyon 2, Lyon, France

(b) Orange Research, Belfort, France

Installation

pip install funcast

Quick start

import numpy as np
from funcast import FunCast

n, m1, m2 = 50, 100, 20
t_past   = np.linspace(0, 1, m1)
t_future = np.linspace(1, 1.2, m2)
Y_past   = np.random.randn(n, m1)
Y_future = np.random.randn(n, m2)

model = FunCast(K=8, s=0.5)
model.fit(Y_past, Y_future, t_past, t_future)
Y_pred = model.predict(Y_past)