• QRM

  • Referenced in 764 articles [sw11358]
  • statistics courses on subjects like multivariate analysis, time series analysis and generalized linear modelling...
  • ARfit

  • Referenced in 38 articles [sw00046]
  • Matlab modules for modeling and analyzing multivariate time series with autoregressive (AR) models. ARfit contains...
  • ITSM2000

  • Referenced in 19 articles [sw16941]
  • used in conjunction with other time series packages such as those included ... used with minimal investment of time in the computational details. The core of the book ... stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with...
  • dlm

  • Referenced in 30 articles [sw04503]
  • particularly suited for time series analysis, both for univariate and multivariate data. The main methods ... paragraph deals with classical tools for time series analysis. Then, dynamic ... linear models for time series analysis are investigated, both univariate and multivariate. Chapter 4 covers...
  • MTS

  • Referenced in 7 articles [sw15485]
  • Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models. Multivariate Time Series ... general package for analyzing multivariate linear time series and estimating multivariate volatility models. It also ... component analysis. (a) For the multivariate linear time series analysis, the package performs model specification ... Bayesian estimation of VAR models, and multivariate time series analysis with missing values.Users can also...
  • StFinMetrics

  • Referenced in 38 articles [sw29976]
  • used as an introduction to the time series analysis which covers computational and interpretational aspects ... vector autoregressive and multivariate GARCH models; modelling of long memory time series (including fractional ARIMA...
  • beyondWhittle

  • Referenced in 8 articles [sw31734]
  • semiparametric procedures for univariate and multivariate time series. The package is based on the methods...
  • pyunicorn

  • Referenced in 8 articles [sw19314]
  • interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced ... systems as recorded in uni- and multivariate time series from a non-traditional perspective...
  • tsqn

  • Referenced in 4 articles [sw19449]
  • Estimator to Time Series (Univariate and Multivariate). Time Series Qn is a package with applications ... dx.doi.org/10.1080/01621459.1993.10476408”>doi:10.1080/01621459.1993.10476408> to univariate and multivariate Time Series in time and frequency domains. More specifically...
  • dse

  • Referenced in 7 articles [sw24866]
  • Series Package). Tools for multivariate, linear, time-invariant, time series models. This includes ARMA...
  • IDTxl

  • Referenced in 5 articles [sw25603]
  • networks and their node dynamics from multivariate time series data using information theory. IDTxl provides ... following measures: 1) For network inference: multivariate transfer entropy (TE)/Granger causality (GC), multivariate mutual...
  • tsBSS

  • Referenced in 3 articles [sw38404]
  • blind source separation problem for multivariate time series with stochastic volatility (Matilainen, Nordhausen ... supervised dimension reduction problem for multivariate time series (Matilainen, Croux, Nordhausen...
  • BigVAR

  • Referenced in 4 articles [sw31349]
  • package BigVAR: Dimension Reduction Methods for Multivariate Time Series. Estimates VAR and VARX models with...
  • fable

  • Referenced in 3 articles [sw36225]
  • collection of commonly used univariate and multivariate time series forecasting models including automatically selected exponential...
  • iVAR

  • Referenced in 2 articles [sw31224]
  • program for imputing missing data in multivariate time series using vector autoregressive models. This article ... program for imputing missing data in multivariate time series on the basis of vector autoregressive...
  • freqdom.fda

  • Referenced in 30 articles [sw36344]
  • package freqdom.fda: Functional Time Series: Dynamic Functional Principal Components. Implementations of functional dynamic principle components ... frequency domain methods. These methods directly use multivariate dynamic principal components implementation, following the guidelines...
  • freqdom

  • Referenced in 3 articles [sw32409]
  • domain methods for dimensionality reduction of multivariate time series were introduced by David Brillinger...
  • mhsmm

  • Referenced in 7 articles [sw19752]
  • observation sequences. Suitable for equidistant time series data, with multivariate and/or missing data. Allows user...
  • Cobra

  • Referenced in 3 articles [sw36829]
  • enables the user to generate a multivariate time series that is subject to multiple breaks...
  • solaR

  • Referenced in 3 articles [sw09324]
  • group of slots with multivariate time series. The classes share a variety of methods...