Results 11 to 20 of about 31,735,543 (308)
Statistical Software for State Space Methods [PDF]
Journal of Statistical Software, 2011 In this paper we review the state space approach to time series analysis and establish the notation that is adopted in this special volume of the Journal of Statistical Software.
Jacques J. F. Commandeur +2 more
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State Space Methods inStata [PDF]
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 dynamic-factor models.
Drukker, David M., Gates, Richard B.
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Approximate Methods for State-Space Models [PDF]
Journal of the American Statistical Association, 2010 31 pages, 4 figures. Different pagination from journal version due to incompatible style files but same content; the supplemental file for the journal appears here as appendices B--E.
Koyama, Shinsuke +3 more
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State space modelling of extreme values with particle filters [PDF]
, 2009 State space models are a flexible class of Bayesian model that can be used to smoothly capture non-stationarity. Observations are assumed independent given a latent state process so that their distribution can change gradually over time. Sequential Monte
Wyncoll, David P.
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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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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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State-Space Modeling Techniques of Emerging Grid-Connected Converters
Energies, 2020 In modern power electronics-based power systems, accurate modeling is necessary in order to analyze stability and the interaction between the different elements, which are connected to it. State space modeling seems a valid approach to study the modes of
Fabio Mandrile +5 more
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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 ...
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Fast robust methods for singular state-space models [PDF]
Automatica, 2019 11 pages, 4 ...
Jonker J. +4 more
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Research on signals extrapolation in the time domain based on wavelet analysis
The Journal of Engineering, 2019 Characteristic of modulation spectrum is important for radar targets classification and recognition, while signals with high occupation ratio cause low spectral resolution.
Huan Liu +3 more
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