• EnKF

  • Referenced in 307 articles [sw02066]
  • summer 2003 could have been more efficiently forecast if the EnKF had been used...
  • itsmr

  • Referenced in 174 articles [sw11210]
  • textbook ”Introduction to Time Series and Forecasting” by Peter J. Brockwell and Richard A. Davis...
  • forecast

  • Referenced in 83 articles [sw04505]
  • package forecast: Forecasting functions for time series and linear models , Methods and tools for displaying ... analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA...
  • Forecast

  • Referenced in 59 articles [sw07972]
  • forecast: Forecasting functions for time series and linear models Methods and tools for displaying ... analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA...
  • SsfPack

  • Referenced in 64 articles [sw09502]
  • standard tasks such as likelihood evaluation, forecasting and signal extraction. We show that SsfPack...
  • expsmooth

  • Referenced in 34 articles [sw11122]
  • package expsmooth: Data Sets from ”Forecasting with Exponential Smoothing”. Data sets from the book ”Forecasting ... Hyndman, Koehler, Ord and Snyder (Springer, 2008). Forecasting with exponential smoothing. The state space approach ... 1950s, and are the most popular forecasting methods used in business and industry. Recently, exponential...
  • CaterpillarSSA

  • Referenced in 49 articles [sw20106]
  • CaterpillarSSA program performs extended analysis, forecasting and change-point detection for one-dimensional time series...
  • PcGets

  • Referenced in 42 articles [sw01937]
  • models, control of collinearity, out-of-sample forecasting ability, and computational simplicity. Here they compare...
  • SAS/ETS

  • Referenced in 30 articles [sw24826]
  • SAS/ETS® Software: Model, forecast and simulate processes with econometric and time series analysis. Economic ... capabilities, time series analysis and time series forecasting techniques can help you understand those factors...
  • dlm

  • Referenced in 26 articles [sw04503]
  • models, the Kalman filter for estimation and forecasting in dynamic linear models with known parameters ... package, DIM, for inference and forecasting with dynamic linear models. The code ... models, dynamic linear models, state estimation and forecasting, filtering and the Kalman filter, and some...
  • STAMP

  • Referenced in 41 articles [sw09536]
  • friendly environment for the analysis, modelling and forecasting of time series. Estimation and signal extraction...
  • vars

  • Referenced in 25 articles [sw04507]
  • Modelling , Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse...
  • Odyssee

  • Referenced in 32 articles [sw12533]
  • strategy used in the weather forecasting arpege/ifs project to produce the adjoint code from...
  • EViews

  • Referenced in 31 articles [sw00254]
  • panel data analysis, time series estimation and forecasting). It combines spreadsheet and relational database technology...
  • CAPTAIN

  • Referenced in 28 articles [sw14783]
  • time series analysis and signal processing, adaptive forecasting and automatic control system design. These have...
  • Rugarch

  • Referenced in 27 articles [sw13784]
  • various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting...
  • RMetrics

  • Referenced in 25 articles [sw09991]
  • Econometrics, Hypothesis Testing, GARCH Modelling and Volatility Forecasting, Extreme Value Theory and Copulae, Pricing...
  • ROMS

  • Referenced in 23 articles [sw30140]
  • Ocean forecasting in terrain-following coordinates: Formulation and skill assessment of the regional ocean modeling...
  • ITSM

  • Referenced in 16 articles [sw00461]
  • driven software for time series modeling and forecasting. The software is not designed to perform ... user engaged in time series analysis and forecasting that desires an easy to use “cookbook...
  • DCL

  • Referenced in 22 articles [sw11087]
  • derive a suprisingly simple method for forecasting IBNR and RBNS claims. A simple relationship between...