• R

  • Referenced in 7468 articles [sw00771]
  • nonlinear modelling, classical statistical tests, time-series analysis, classification, clustering, ...) and graphical techniques...
  • QRM

  • Referenced in 598 articles [sw11358]
  • courses on subjects like multivariate analysis, time series analysis and generalized linear modelling...
  • CRAN

  • Referenced in 396 articles [sw04351]
  • linear and nonlinear modelling, statistical tests, time series analysis, classification, clustering, etc. Please consult...
  • astsa

  • Referenced in 210 articles [sw11006]
  • astsa: Applied Statistical Time Series Analysis. Data sets and scripts for Time Series Analysis...
  • ANFIS

  • Referenced in 254 articles [sw08730]
  • control system, and predict a chaotic time series, all yielding remarkable results. Comparisons with artificial...
  • itsmr

  • Referenced in 180 articles [sw11210]
  • itsmr: Time series analysis package for students. This package provides a subset of the functionality ... students using the textbook ”Introduction to Time Series and Forecasting” by Peter J. Brockwell...
  • GMRFLib

  • Referenced in 250 articles [sw06641]
  • applications for this methodology, from structural time-series analysis to the analysis of longitudinal...
  • FinTS

  • Referenced in 165 articles [sw11125]
  • Tsay (2005) Analysis of Financial Time Series. R companion to Tsay (2005) Analysis of Financial ... Time Series, 2nd ed. (Wiley). Includes data sets, functions and script files required to work...
  • tsbridge

  • Referenced in 160 articles [sw12354]
  • tsbridge: Calculate normalising constants for Bayesian time series models. The tsbridge package contains a collection ... model probabilities for a variety of time series Bayesian models, where parameters are estimated using...
  • TISEAN

  • Referenced in 147 articles [sw00967]
  • Practical implementation of nonlinear time series methods: The TISEAN package. We describe the implementation ... methods of nonlinear time series analysis which are based on the paradigm of deterministic chaos...
  • Neural Network Toolbox

  • Referenced in 173 articles [sw07378]
  • data fitting, pattern recognition, clustering, time-series prediction, and dynamic system modeling and control...
  • wmtsa

  • Referenced in 120 articles [sw24268]
  • package wmtsa: Wavelet Methods for Time Series Analysis. Software to book Wavelet Methods for Time...
  • forecast

  • Referenced in 91 articles [sw04505]
  • package forecast: Forecasting functions for time series and linear models , Methods and tools for displaying ... analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA...
  • wavethresh

  • Referenced in 127 articles [sw06084]
  • kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation...
  • Forecast

  • Referenced in 60 articles [sw07972]
  • forecast: Forecasting functions for time series and linear models Methods and tools for displaying ... analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA...
  • CaterpillarSSA

  • Referenced in 50 articles [sw20106]
  • change-point detection for one-dimensional time series and analysis/forecast of multi-dimensional time series ... examples of the book ”Analysis of time series structure: SSA and related techniques” are obtained...
  • DENFIS

  • Referenced in 56 articles [sw24183]
  • inference system and its application for time-series prediction. This paper introduces a new type ... learning, and their application for dynamic time series prediction. DENFIS evolve through incremental, hybrid (supervised/unsupervised ... operation of the system. At each time moment, the output of DENFIS is calculated through...
  • STAMP

  • Referenced in 41 articles [sw09536]
  • statistical / econometric software system for time series models with unobserbed components such as trend, seasonal ... analysis, modelling and forecasting of time series. Estimation and signal extraction is carried out using ... full name of STAMP is Structural Time Series Analyser, Modeller and Predictor. Structural time series ... often referred to as unobserved component time series models. Such models find application in many...
  • LIMDEP

  • Referenced in 74 articles [sw04925]
  • nonlinear models, with cross section, time series and panel data. LIMDEP has long been...
  • partsm

  • Referenced in 40 articles [sw11347]
  • partsm: Periodic Autoregressive Time Series Models. This package performs basic functions to fit and predict ... periodic autoregressive time series models. These models are discussed in the book P.H. Franses ... Periodicity and Stochastic Trends in Economic Time Series”, Oxford University Press. Data set analyzed...