• EnKF

  • Referenced in 362 articles [sw02066]
  • summer 2003 could have been more efficiently forecast if the EnKF had been used...
  • forecast

  • Referenced in 112 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...
  • itsmr

  • Referenced in 195 articles [sw11210]
  • textbook ”Introduction to Time Series and Forecasting” by Peter J. Brockwell and Richard A. Davis...
  • Forecast

  • Referenced in 83 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 65 articles [sw09502]
  • standard tasks such as likelihood evaluation, forecasting and signal extraction. We show that SsfPack...
  • expsmooth

  • Referenced in 36 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 57 articles [sw20106]
  • CaterpillarSSA program performs extended analysis, forecasting and change-point detection for one-dimensional time series...
  • SAS/ETS

  • Referenced in 37 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 28 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...
  • vars

  • Referenced in 32 articles [sw04507]
  • Modelling , Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse...
  • PcGets

  • Referenced in 43 articles [sw01937]
  • models, control of collinearity, out-of-sample forecasting ability, and computational simplicity. Here they compare...
  • STAMP

  • Referenced in 43 articles [sw09536]
  • friendly environment for the analysis, modelling and forecasting of time series. Estimation and signal extraction...
  • EViews

  • Referenced in 38 articles [sw00254]
  • panel data analysis, time series estimation and forecasting). It combines spreadsheet and relational database technology...
  • CAPTAIN

  • Referenced in 35 articles [sw14783]
  • time series analysis and signal processing, adaptive forecasting and automatic control system design. These have...
  • Hailfinder

  • Referenced in 20 articles [sw35867]
  • Hailfinder: A Bayesian system for forecasting severe weather. Hailfinder is a Bayesian system that combines ... both experience and physical understanding, to forecast severe weather in Northeastern Colorado. The system ... basis of many past investigations of probabilistic forecasting. The design of Hailfinder provides a variety...
  • Odyssee

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

  • Referenced in 32 articles [sw13784]
  • various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting...
  • RMetrics

  • Referenced in 30 articles [sw09991]
  • Econometrics, Hypothesis Testing, GARCH Modelling and Volatility Forecasting, Extreme Value Theory and Copulae, Pricing...
  • ROMS

  • Referenced in 29 articles [sw30140]
  • Ocean forecasting in terrain-following coordinates: Formulation and skill assessment of the regional ocean modeling...
  • DCL

  • Referenced in 24 articles [sw11087]
  • derive a suprisingly simple method for forecasting IBNR and RBNS claims. A simple relationship between...