
R
 Referenced in 3154 articles
[sw00771]
 nonlinear modelling, classical statistical tests, timeseries analysis, classification, clustering, ...) and graphical techniques...

QRM
 Referenced in 253 articles
[sw11358]
 courses on subjects like multivariate analysis, time series analysis and generalized linear modelling...

ANFIS
 Referenced in 208 articles
[sw08730]
 control system, and predict a chaotic time series, all yielding remarkable results. Comparisons with artificial...

tsbridge
 Referenced in 128 articles
[sw12354]
 tsbridge: Calculate normalising constants for Bayesian time series models. The tsbridge package contains a collection ... model probabilities for a variety of time series Bayesian models, where parameters are estimated using...

TISEAN
 Referenced in 121 articles
[sw00967]
 Practical implementation of nonlinear time series methods: The TISEAN package. We describe the implementation ... methods of nonlinear time series analysis which are based on the paradigm of deterministic chaos...

itsmr
 Referenced in 120 articles
[sw11210]
 itsmr: Time series analysis package for students. This package provides a subset of the functionality ... students using the textbook ”Introduction to Time Series and Forecasting” by Peter J. Brockwell...

GMRFLib
 Referenced in 144 articles
[sw06641]
 applications for this methodology, from structural timeseries analysis to the analysis of longitudinal...

cran
 Referenced in 137 articles
[sw04351]
 linear and nonlinear modelling, statistical tests, time series analysis, classification, clustering, etc. Please consult...

FinTS
 Referenced in 92 articles
[sw11125]
 Tsay (2005) Analysis of Financial Time Series. R companion to Tsay (2005) Analysis of Financial ... Time Series, 2nd ed. (Wiley). Includes data sets, functions and script files required to work...

Neural Network Toolbox
 Referenced in 128 articles
[sw07378]
 data fitting, pattern recognition, clustering, timeseries prediction, and dynamic system modeling and control...

wavethresh
 Referenced in 96 articles
[sw06084]
 kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation...

ARfit
 Referenced in 30 articles
[sw00046]
 modules for modeling and analyzing multivariate time series with autoregressive (AR) models. ARfit contains modules ... given time series data, for analyzing eigen modes of a fitted model, and for simulating ... parameters of AR models from given time series data with a stepwise least squares algorithm ... assessed. Dynamical characteristics of the modeled time series can be examined by means...

CaterpillarSSA
 Referenced in 27 articles
[sw20106]
 changepoint detection for onedimensional time series and analysis/forecast of multidimensional time series ... examples of the book ”Analysis of time series structure: SSA and related techniques” are obtained...

TDSL
 Referenced in 20 articles
[sw04506]
 Time Series Data Library The Time Series Data Library is a collection ... about 800 time series that I have maintained since about 1992, and hosted ... includes data from a lot of time series textbooks, as well as many other ... maintaining and using time series data. You can easily search...

LASS
 Referenced in 26 articles
[sw00505]
 LASS tool is designed to handle time series that have longrange dependence ... also be applied to economic time series. In addition, a medianbased wavelet spectrum...

LIMDEP
 Referenced in 36 articles
[sw04925]
 nonlinear models, with cross section, time series and panel data. LIMDEP has long been...

forecast
 Referenced in 23 articles
[sw04505]
 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...

STAMP
 Referenced in 16 articles
[sw09536]
 statistical / econometric software system for time series models with unobserbed components such as trend, seasonal ... analysis, modelling and forecasting of time series. Estimation and signal extraction is carried out using ... full name of STAMP is Structural Time Series Analyser, Modeller and Predictor. Structural time series ... often referred to as unobserved component time series models. Such models find application in many...

TSA
 Referenced in 21 articles
[sw11958]
 Time Series Analysis. Contains R functions and datasets detailed in the book ”Time Series Analysis...

partsm
 Referenced in 18 articles
[sw11347]
 partsm: Periodic Autoregressive Time Series Models. This package performs basic functions to fit and predict ... periodic autoregressive time series models. These models are discussed in the book P.H. Franses ... Periodicity and Stochastic Trends in Economic Time Series”, Oxford University Press. Data set analyzed...