Simulation of Functional Autoregressive Moving Average (FARMA) processes for bivariate functions through a basis expansion on a tensor product basis system.
Here is reported a realization of a FAR(1) process, simulate using the code in this repository:
In order to simulate a Functional Autoregressive Moving Average process, we rely on a project on a tensor product basis system. The basis system can either be composed from B-splines or from Fourieri basis.
For example, we represent here 9 tensor product basis, derived from B-splines on each of the one-dimensional domains:
