• CONTSID

  • Referenced in 37 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 47 articles [sw10664]
  • processes (POMPs, AKA stochastic dynamical systems, state-space models). ’pomp’ provides facilities for implementing POMP...
  • Control System Toolbox

  • Referenced in 152 articles [sw07643]
  • transfer function, state-space, zero-pole-gain or frequency-response model. Apps and functions, such...
  • LibBi

  • Referenced in 15 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...
  • ITSM2000

  • Referenced in 19 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...
  • E4

  • Referenced in 13 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...
  • dse

  • Referenced in 8 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...
  • SHARPE

  • Referenced in 43 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...
  • SMI Toolbox

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

  • Referenced in 3 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...
  • 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...
  • UPPAAL TIGA

  • Referenced in 46 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...
  • 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...
  • networkTomography

  • Referenced in 2 articles [sw30334]
  • with calibration based upon a Gaussian state-space model in addition to implementations...
  • 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...
  • ForneyLab

  • Referenced in 2 articles [sw27938]
  • makeup of the FFG framework, both the model specification and inference methods are readily extensible ... Monte Carlo methods as implemented by state-of-the-art tools “Edward” and “Stan ... competitors for automated inference in state-space models...
  • NGSSEML

  • Referenced in 1 article [sw42976]
  • Gaussian state-space with exact marginal likelihood is useful for modeling and forecasting non-Gaussian ... reliability data via non-Gaussian state-space models with the exact marginal likelihood easily ... formulating and specifying the non-Gaussian state-space models in the R language. Inferences...
  • 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...