Results 11 to 20 of about 2,190,995 (307)
Journal of Statistical Software, 2011 gretl is a general-purpose econometric package, whose most important characteristic is being free software. This ensures that its source code is freely available under the general public license (GPL) and, like most GPL software, that it can be used free
Riccardo Lucchetti
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State Space Methods in Ox/SsfPack
Journal of Statistical Software, 2011 The use of state space models and their inference is illustrated using the package SsfPack for Ox. After a rather long introduction that explains the use of SsfPack and many of its functions, four case-studies illustrate the practical implementation of ...
Matteo M. Pelagatti
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State Space Methods inRATS [PDF]
Journal of Statistical Software, 2011 This paper uses several examples to show how the econometrics program RATS can be used to analyze state space models. It demonstrates Kalman filtering and smoothing, estimation of hyperparameters, unconditional and conditional simulation. It also provides a more complicated example where a dynamic simultaneous equations model is transformed into a ...
Doan, Thomas, Thomas Doan
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Journal of Statistical Software, 2011 We illustrate how to estimate parameters of linear state-space models using the Stata program sspace. We provide examples of how to use sspace to estimate the parameters of unobserved-component models, vector autoregressive moving-average models, and ...
David M. Drukker, Richard B. Gates
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Fitting State Space Models with EViews
Journal of Statistical Software, 2011 This paper demonstrates how state space models can be fitted in EViews. We first briefly introduce EViews as an econometric software package. Next we fit a local level model to the Nile data.
Filip A. M. Van den Bossche
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IEEE Access, 2023 Multiple state variables governed by internal processes within the human body remain unobserved. On a number of occasions, these states are linked to point process bioelectric and biochemical observations coupled together with continuous-valued variables.
Dilranjan S. Wickramasuriya +3 more
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Markov chain Monte Carlo methods for state-space models with point process observations [PDF]
, 2012 This letter considers how a number of modern Markov chain Monte Carlo (MCMC) methods can be applied for parameter estimation and inference in state-space models with point process observations.
Niranjan, Mahesan +2 more
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Automated scheme for linearisation points selection in TPWL method applied to non-linear circuits
The Journal of Engineering, 2019 Trajectory piecewise linear (TPWL) approximation is a well-known model order reduction technique for non-linear systems. It involves weighted summation of the dimensionally reduced linear systems obtained at certain points on the system trajectory.
Shifali Kalra, Mashuq-un Nabi
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The Journal of Engineering, 2019 A modelling and stability analysis method of a virtual synchronous machine (VSM) is proposed in this study. VSM technology is used to solve the problems caused by the high permeability of distributed energy.
Xu-Dong Chen, Si-Ru Yu, Xing-Lai Ge
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IEEE Access, 2019 The autonomic nervous system (ANS) stimulates various sweat glands for maintaining body temperature as well as in response to various psychological events. Variations in skin conductance (SC) measurements due to salty sweat secretion can be used to infer
MD. Rafiul Amin, Rose T. Faghih
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