• AS 154

  • Referenced in 52 articles [sw14113]
  • exact maximum likelihood estimation of autoregressive- moving average models by means of Kalman filtering...
  • AS 197

  • Referenced in 27 articles [sw14121]
  • exact likelihood of autoregressive-moving average models. This algorithm has the same purpose as algorithm ... likelihood function of a stationary autoregressive-moving average process of order (p,q). That algorithm...
  • KITTI

  • Referenced in 40 articles [sw30418]
  • such as Middlebury perform below average when being moved outside the laboratory to the real...
  • TileMap

  • Referenced in 14 articles [sw35530]
  • Neighboring probes are combined through a moving average method (MA) or a hidden Markov model...
  • imputeTS

  • Referenced in 11 articles [sw20442]
  • imputation algorithms include: ’Mean’, ’LOCF’, ’Interpolation’, ’Moving Average’, ’Seasonal Decomposition’, ’Kalman Smoothing on Structural Time...
  • glarma

  • Referenced in 5 articles [sw23274]
  • package glarma: Generalized Linear Autoregressive Moving Average Models. Functions are provided for estimation, testing, diagnostic ... forecasting of generalized linear autoregressive moving average (GLARMA) models for discrete valued time series with ... driven component consisting of an autoregressive-moving average (ARMA) filter of past predictive residuals. Currently...
  • elsA

  • Referenced in 39 articles [sw07602]
  • compressible 3-D Reynolds averaged Navier-Stokes equations for arbitrary moving bodies are solved...
  • MTS

  • Referenced in 7 articles [sw15485]
  • used models, including multivariate exponentially weighted moving-average volatility, Cholesky decomposition volatility models, dynamic conditional...
  • SSN

  • Referenced in 6 articles [sw24264]
  • /jasa.2009.ap08248>.) Models are created using moving average constructions. Spatial linear models, including explanatory variables...
  • AS 311

  • Referenced in 5 articles [sw14167]
  • likelihood function of a vector autoregressive moving average model...
  • RRC

  • Referenced in 4 articles [sw37143]
  • history such as the 12-month moving average exposure, cumulative average exposure, cumulative total exposure...
  • REGCMPNT

  • Referenced in 4 articles [sw24171]
  • terms that follow ARIMA (autoregressive-integrated-moving average) component time series models. Bell (2004) discusses...
  • SYMARMA

  • Referenced in 4 articles [sw33904]
  • paper, we develop an autoregressive and moving average symmetric model, named SYMARMA, which...
  • PROC ARIMA

  • Referenced in 2 articles [sw12094]
  • data by using the autoregressive integrated moving-average (ARIMA) or autoregressive moving-average (ARMA) model...
  • SIPPI

  • Referenced in 3 articles [sw13514]
  • priori model: 1D generalized Gaussian; FFT Moving Average (FFTMA); Sequential Gaussian simulation (SGSIM); Direct sequential...
  • fable

  • Referenced in 3 articles [sw36225]
  • exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models. These models work within...
  • DyFA

  • Referenced in 3 articles [sw16966]
  • multivariate autoregressive time series with moving average residuals is assumed for common factors. DyFA...
  • Algorithm 878

  • Referenced in 3 articles [sw35931]
  • series models are presented (vector autoregressive moving average). The functions accept incomplete data, and calculate...
  • RLDDE

  • Referenced in 3 articles [sw35866]
  • linear models such as autoregressive and moving-average. However they are unable to adequately deal...
  • aTSA

  • Referenced in 2 articles [sw30385]
  • time series models such as ARIMA, Moving Average and Holt Winters, etc. Most functions also...