• QRM

  • Referenced in 622 articles [sw11358]
  • statistics courses on subjects like multivariate analysis, time series analysis and generalized linear modelling...
  • ARfit

  • Referenced in 35 articles [sw00046]
  • Matlab modules for modeling and analyzing multivariate time series with autoregressive (AR) models. ARfit contains...
  • dlm

  • Referenced in 28 articles [sw04503]
  • particularly suited for time series analysis, both for univariate and multivariate data. The main methods ... paragraph deals with classical tools for time series analysis. Then, dynamic ... linear models for time series analysis are investigated, both univariate and multivariate. Chapter 4 covers...
  • StFinMetrics

  • Referenced in 33 articles [sw29976]
  • used as an introduction to the time series analysis which covers computational and interpretational aspects ... vector autoregressive and multivariate GARCH models; modelling of long memory time series (including fractional ARIMA...
  • MTS

  • Referenced in 4 articles [sw15485]
  • Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models. Multivariate Time Series ... general package for analyzing multivariate linear time series and estimating multivariate volatility models. It also ... component analysis. (a) For the multivariate linear time series analysis, the package performs model specification ... Bayesian estimation of VAR models, and multivariate time series analysis with missing values.Users can also...
  • tsqn

  • Referenced in 4 articles [sw19449]
  • Estimator to Time Series (Univariate and Multivariate). Time Series Qn is a package with applications ... dx.doi.org/10.1080/01621459.1993.10476408”>doi:10.1080/01621459.1993.10476408> to univariate and multivariate Time Series in time and frequency domains. More specifically...
  • beyondWhittle

  • Referenced in 6 articles [sw31734]
  • semiparametric procedures for univariate and multivariate time series. The package is based on the methods...
  • ITSM2000

  • Referenced in 5 articles [sw16941]
  • used in conjunction with other time series packages such as those included ... used with minimal investment of time in the computational details. The core of the book ... stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with...
  • pyunicorn

  • Referenced in 4 articles [sw19314]
  • interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced ... systems as recorded in uni- and multivariate time series from a non-traditional perspective...
  • iVAR

  • Referenced in 2 articles [sw31224]
  • program for imputing missing data in multivariate time series using vector autoregressive models. This article ... program for imputing missing data in multivariate time series on the basis of vector autoregressive...
  • BigVAR

  • Referenced in 3 articles [sw31349]
  • package BigVAR: Dimension Reduction Methods for Multivariate Time Series. Estimates VAR and VARX models with...
  • IDTxl

  • Referenced in 3 articles [sw25603]
  • networks and their node dynamics from multivariate time series data using information theory. IDTxl provides ... following measures: 1) For network inference: multivariate transfer entropy (TE)/Granger causality (GC), multivariate mutual...
  • solaR

  • Referenced in 3 articles [sw09324]
  • group of slots with multivariate time series. The classes share a variety of methods...
  • dse

  • Referenced in 4 articles [sw24866]
  • Series Package). Tools for multivariate, linear, time-invariant, time series models. This includes ARMA...
  • portes

  • Referenced in 2 articles [sw32635]
  • portes: Portmanteau Tests for Univariate and Multivariate Time. Series Models. Simulate a univariate and multivariate ... nonseasonal time series models. It implements the popular univariate and multivariate portmanteau test statistics based...
  • pcdpca

  • Referenced in 2 articles [sw26261]
  • Series. Method extends multivariate and functional dynamic principal components to periodically correlated multivariate time series...
  • mhsmm

  • Referenced in 6 articles [sw19752]
  • observation sequences. Suitable for equidistant time series data, with multivariate and/or missing data. Allows user...
  • TPA-LSTM

  • Referenced in 1 article [sw34694]
  • Temporal pattern attention for multivariate time series forecasting. Forecasting of multivariate time series data ... select relevant time series, and use its frequency domain information for multivariate forecasting. We apply...
  • freqdom

  • Referenced in 2 articles [sw32409]
  • domain methods for dimensionality reduction of multivariate time series were introduced by David Brillinger...
  • brainwaver

  • Referenced in 2 articles [sw26203]
  • package brainwaver: Basic wavelet analysis of multivariate time series with a visualisation and parametrisation using...