- Referenced in 2946 articles
- nonlinear modelling, classical statistical tests, time-series analysis, classification, clustering, ...) and graphical techniques...
- Referenced in 240 articles
- courses on subjects like multivariate analysis, time series analysis and generalized linear modelling...
- Referenced in 204 articles
- control system, and predict a chaotic time series, all yielding remarkable results. Comparisons with artificial...
- Referenced in 127 articles
- 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...
- Referenced in 120 articles
- 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...
- Referenced in 115 articles
- 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...
- Referenced in 144 articles
- applications for this methodology, from structural time-series analysis to the analysis of longitudinal...
- Referenced in 92 articles
- 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 126 articles
- data fitting, pattern recognition, clustering, time-series prediction, and dynamic system modeling and control...
- Referenced in 112 articles
- linear and nonlinear modelling, statistical tests, time series analysis, classification, clustering, etc. Please consult...
- Referenced in 96 articles
- kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation...
- Referenced in 29 articles
- 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...
- Referenced in 20 articles
- 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...
- Referenced in 26 articles
- LASS tool is designed to handle time series that have long-range dependence ... also be applied to economic time series. In addition, a median-based wavelet spectrum...
- Referenced in 36 articles
- nonlinear models, with cross section, time series and panel data. LIMDEP has long been...
- Referenced in 22 articles
- 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...
- Referenced in 16 articles
- 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...
- Referenced in 21 articles
- Time Series Analysis. Contains R functions and datasets detailed in the book ”Time Series Analysis...
- Referenced in 18 articles
- 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...
- Referenced in 26 articles
- specifically designed for econometric modelling of time series data. This manual describes what Microfit...