• CONTSID

  • Referenced in 31 articles [sw14945]
  • software support for data-based continuous-time modelling. This chapter describes the continuous-time system ... continuous-time (CT) transfer function and state-space model identification directly from regularly or irregularly ... determination of a discrete-time (DT) model. The motivation for developing the CONTSID toolbox ... data; it provides transfer function and state-space model identification methods for single-input single...
  • pomp

  • Referenced in 36 articles [sw10664]
  • processes (POMPs, AKA stochastic dynamical systems, state-space models). ’pomp’ provides facilities for implementing POMP...
  • Control System Toolbox

  • Referenced in 135 articles [sw07643]
  • transfer function, state-space, zero-pole-gain or frequency-response model. Apps and functions, such...
  • LibBi

  • Referenced in 12 articles [sw19384]
  • Bayesian State-Space Modelling on High-Performance Hardware Using LibBi. LibBi is a software package ... state-space modelling and Bayesian inference on modern computer hardware, including multi-core central processing ... model specification, then optimises, generates, compiles and runs code for the given model, inference method ... work serves as an introduction to state-space models and the specialised methods developed...
  • E4

  • Referenced in 12 articles [sw17878]
  • State-Space Estimation of Econometric Models.” E4 uses state-space methods to achieve flexibility ... state-space, it provides interface functions to support many standard time series models, such ... VARMAX, structural econometric models or single-output transfer functions. These models can be estimated ... Jerez, Sonia Sotoca, A. Alexandre Trindade: ”State-Space Methods for Time Series Analysis: Theory, Applications...
  • SHARPE

  • Referenced in 41 articles [sw03100]
  • networks and state-space ones such as Markov and semi-Markov reward models as well...
  • SMART_

  • Referenced in 33 articles [sw04097]
  • symbolic state-space generation techniques, as well as symbolic CTL model-checking algorithms, are available...
  • dse

  • Referenced in 4 articles [sw24866]
  • time-invariant, time series models. This includes ARMA and state-space representations, and methods ... package has functions for looking at model roots, stability, and forecasts at different horizons ... from the state space model, and state-space model reduction techniques are implemented. An introduction...
  • ITSM2000

  • Referenced in 5 articles [sw16941]
  • logic and tools of time series model-building are developed in detail. Numerous exercises ... ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral...
  • SMI Toolbox

  • Referenced in 4 articles [sw32062]
  • data. The acronym SMI stands for State-space Model Identification toolbox. The toolbox...
  • Uppaal2k

  • Referenced in 43 articles [sw01595]
  • interface to the verifier of Uppaal2k. A model-checker for automatic verification of safety ... reachability analysis of the symbolic state-space. Since version 3.2 it can also check liveness...
  • abc-sde

  • Referenced in 3 articles [sw24744]
  • performs approximate Bayesian computation for stochastic models having latent dynamics defined by stochastic differential equations ... SDEs) and not limited to the ”state-spacemodelling framework. Both one- and multi-dimensional...
  • MARSS

  • Referenced in 2 articles [sw23275]
  • package MARSS: Multivariate Autoregressive State-Space Modeling. The MARSS package provides maximum-likelihood parameter estimation ... unconstrained linear multivariate autoregressive state-space (MARSS) models fit to multivariate time-series data. Fitting...
  • UPPAAL TIGA

  • Referenced in 38 articles [sw12913]
  • Smolka [LS98] for linear-time model-checking of finite-state systems. Being ... long before having explored the entire state-space. Also the individual steps of the algorithm...
  • swim

  • Referenced in 2 articles [sw18261]
  • Hidden Markov Movement Model for rapidly identifying behavioral states from animal tracks. 1. Electronic telemetry ... understand how and why animals use available space, thereby aiding conservation and management efforts ... with significant measurement error, a Bayesian state-space model called the first-Difference Correlated Random...
  • ssMousetrack

  • Referenced in 1 article [sw28272]
  • package ssMousetrack: Bayesian State-Space Modeling of Mouse-Tracking Experiments via Stan. Estimates previously compiled ... state-space modeling for mouse-tracking experiments using the ’rstan’ package, which provides...
  • gmwm

  • Referenced in 1 article [sw21249]
  • tool for time series analysis from state-space models to robustness. The gmwm R package ... identify possible models. Moreover, it is used as a moment condition for model estimation through ... alternative method to estimate classical ARMA models but also delivers a general framework ... efficient estimation of many linear state-space models...
  • dlmodeler

  • Referenced in 1 article [sw23279]
  • user-friendly functions to simplify the state-space modelling, fitting, analysis and forecasting of Generalized ... build classical seasonal time-series models (monthly, quarterly, yearly, etc. with calendar adjustments) and provides ... unified interface compatible with other state-space packages including: dlm, FKF and KFAS...
  • networkTomography

  • Referenced in 1 article [sw30334]
  • with calibration based upon a Gaussian state-space model in addition to implementations...
  • panelPomp

  • Referenced in 1 article [sw29336]
  • with Partially Observed Markov Processes (AKA state-space models, stochastic dynamical systems) involving multiple, independent...