Results 261 to 270 of about 33,037,406 (304)
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2021
This chapter mentions the stochastic model and defines the state-space model as a stochastic model. We also explain the features and classification of the state-space model.
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This chapter mentions the stochastic model and defines the state-space model as a stochastic model. We also explain the features and classification of the state-space model.
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2017
The state space model is a very general model, mostly used to specify structural time-series models. Structural time-series models explicitly specify trends and seasonality along with other relevant influences. Under the classical Box-Jenkins time-series approach, in contrast, trends and seasonal influences are removed before estimating the core model.
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The state space model is a very general model, mostly used to specify structural time-series models. Structural time-series models explicitly specify trends and seasonality along with other relevant influences. Under the classical Box-Jenkins time-series approach, in contrast, trends and seasonal influences are removed before estimating the core model.
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1996
In recent years state-space representations and the associated Kalman recursions have had a profound impact on time series analysis and many related areas.
Peter J. Brockwell, Richard A. Davis
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In recent years state-space representations and the associated Kalman recursions have had a profound impact on time series analysis and many related areas.
Peter J. Brockwell, Richard A. Davis
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2003
The state space modeling tools in S+FinMetrics are based on the algorithms in SsfPack 3.0 developed by Siem Jan Koopman and described in Koopman, Shephard and Doornik (1999, 2001)1. SsfPack is a suite of C routines for carrying out computations involving the statistical analysis of univariate and multivariate models in state space form.
Eric Zivot, Jiahui Wang
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The state space modeling tools in S+FinMetrics are based on the algorithms in SsfPack 3.0 developed by Siem Jan Koopman and described in Koopman, Shephard and Doornik (1999, 2001)1. SsfPack is a suite of C routines for carrying out computations involving the statistical analysis of univariate and multivariate models in state space form.
Eric Zivot, Jiahui Wang
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A new online modelling method for aircraft engine state space model
Chinese Journal of Aeronautics, 2020Qiuhong Li, Shuwei Pang
exaly
On Particle Methods for Parameter Estimation in State-Space Models
Statistical Science, 2015Jan Maciejowski +2 more
exaly
Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models
Journal of Computational and Graphical Statistics, 1996Genshirō Kitagawa
exaly