• forecast

  • Referenced in 150 articles [sw04505]
  • Forecasting functions for time series and linear models , Methods and tools for displaying and analysing ... series forecasts including exponential smoothing via state space models and automatic ARIMA modelling...
  • EnKF

  • Referenced in 408 articles [sw02066]
  • operates directly on the ensemble of model states when observations are assimilated. The EnKF ... large state spaces and is now used in realistic applications with primitive equation models...
  • Forecast

  • Referenced in 94 articles [sw07972]
  • Forecasting functions for time series and linear models Methods and tools for displaying and analysing ... series forecasts including exponential smoothing via state space models and automatic ARIMA modelling...
  • SsfPack

  • Referenced in 66 articles [sw09502]
  • Statistical algorithms for models in state space using SsfPack 2. 2. The authors discuss ... analysis of univariate and multivariate models in state space form. The emphasis is on documenting ... range of different state space forms: from a simple time-invariant model to a complicated ... ARMA and cubic spline models in state space form. Basic functions are available for filtering...
  • dlm

  • Referenced in 30 articles [sw04503]
  • Bayesian analysis of Normal linear State Space models, also known as Dynamic Linear Models. This ... notions of dynamic linear models and state space models, the Kalman filter for estimation ... also presents many specific dynamic linear models particularly suited for time series analysis, both ... dynamic linear models. State space models, dynamic linear models, state estimation and forecasting, filtering...
  • CONTSID

  • Referenced in 36 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...
  • Java PathFinder

  • Referenced in 123 articles [sw07658]
  • generates a PROMELA model with the same state space characteristics as the JAVA program. Hence ... must have a finite and tractable state space. The work should be seen ... applicable within NASA’s areas such as space, aviation, and robotics. The work ... Deep-Space 1 space craft, and of previous work in applying existing model checkers...
  • expsmooth

  • Referenced in 41 articles [sw11122]
  • Forecasting with exponential smoothing. The state space approach. Exponential smoothing methods have been around since ... complete modeling framework incorporating innovations state space models, likelihood calculation, prediction intervals and procedures...
  • pomp

  • Referenced in 46 articles [sw10664]
  • processes (POMPs, AKA stochastic dynamical systems, state-space models). ’pomp’ provides facilities for implementing POMP...
  • StFinMetrics

  • Referenced in 38 articles [sw29976]
  • modelling and systems of regression equations; state space models; factor models for asset returns; rolling...
  • Control System Toolbox

  • Referenced in 150 articles [sw07643]
  • transfer function, state-space, zero-pole-gain or frequency-response model. Apps and functions, such...
  • KFAS

  • Referenced in 16 articles [sw14662]
  • Filter and Smoother for Exponential Family State Space Models. Functions for Kalman filtering, smoothing, forecasting ... simulation of multivariate exponential family state space models with exact diffuse initialization and sequential processing...
  • LibBi

  • Referenced in 14 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...
  • SHARPE

  • Referenced in 43 articles [sw03100]
  • networks and state-space ones such as Markov and semi-Markov reward models as well ... stochastic Petri nets. Steady-state, transient and interval measures can be computed. Output measures...
  • BEEM

  • Referenced in 30 articles [sw09815]
  • includes information about state spaces and facilities for selection of models for experiments. The address...
  • dse

  • Referenced in 7 articles [sw24866]
  • time-invariant, time series models. This includes ARMA and state-space representations, and methods ... looking at model roots, stability, and forecasts at different horizons. The ARMA model representation ... estimates can be obtained from the state space model, and state-space model reduction techniques...
  • ITSM2000

  • Referenced in 11 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...
  • etm

  • Referenced in 21 articles [sw11211]
  • time-inhomogeneous multistate model with finite state space...
  • 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...