
R
 Referenced in 8359 articles
[sw00771]
 nonlinear modelling, classical statistical tests, timeseries analysis, classification, clustering, ...) and graphical techniques...

QRM
 Referenced in 637 articles
[sw11358]
 courses on subjects like multivariate analysis, time series analysis and generalized linear modelling...

CRAN
 Referenced in 456 articles
[sw04351]
 linear and nonlinear modelling, statistical tests, time series analysis, classification, clustering, etc. Please consult...

astsa
 Referenced in 240 articles
[sw11006]
 astsa: Applied Statistical Time Series Analysis. Data sets and scripts for Time Series Analysis...

GMRFLib
 Referenced in 282 articles
[sw06641]
 applications for this methodology, from structural timeseries analysis to the analysis of longitudinal...

itsmr
 Referenced in 194 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...

ANFIS
 Referenced in 266 articles
[sw08730]
 control system, and predict a chaotic time series, all yielding remarkable results. Comparisons with artificial...

FinTS
 Referenced in 180 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 165 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 155 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...

wmtsa
 Referenced in 127 articles
[sw24268]
 package wmtsa: Wavelet Methods for Time Series Analysis. Software to book Wavelet Methods for Time...

Neural Network Toolbox
 Referenced in 174 articles
[sw07378]
 data fitting, pattern recognition, clustering, timeseries prediction, and dynamic system modeling and control...

forecast
 Referenced in 106 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 132 articles
[sw06084]
 kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation...

Forecast
 Referenced in 79 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 54 articles
[sw20106]
 changepoint detection for onedimensional time series and analysis/forecast of multidimensional time series ... examples of the book ”Analysis of time series structure: SSA and related techniques” are obtained...

STAMP
 Referenced in 43 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...

DENFIS
 Referenced in 58 articles
[sw24183]
 inference system and its application for timeseries 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...

LIMDEP
 Referenced in 75 articles
[sw04925]
 nonlinear models, with cross section, time series and panel data. LIMDEP has long been...

partsm
 Referenced in 41 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...