
forecast
 Referenced in 112 articles
[sw04505]
 Forecasting functions for time series and linear models , Methods and tools for displaying and analysing ... series forecasts including exponential smoothing via state space models and automatic ARIMA modelling...

EnKF
 Referenced in 362 articles
[sw02066]
 operates directly on the ensemble of model states when observations are assimilated. The EnKF ... large state spaces and is now used in realistic applications with primitive equation models...

Forecast
 Referenced in 83 articles
[sw07972]
 Forecasting functions for time series and linear models Methods and tools for displaying and analysing ... series forecasts including exponential smoothing via state space models and automatic ARIMA modelling...

SsfPack
 Referenced in 65 articles
[sw09502]
 Statistical algorithms for models in state space using SsfPack 2. 2. The authors discuss ... analysis of univariate and multivariate models in state space form. The emphasis is on documenting ... range of different state space forms: from a simple timeinvariant model to a complicated ... ARMA and cubic spline models in state space form. Basic functions are available for filtering...

dlm
 Referenced in 28 articles
[sw04503]
 Bayesian analysis of Normal linear State Space models, also known as Dynamic Linear Models. This ... notions of dynamic linear models and state space models, the Kalman filter for estimation ... also presents many specific dynamic linear models particularly suited for time series analysis, both ... dynamic linear models. State space models, dynamic linear models, state estimation and forecasting, filtering...

Java PathFinder
 Referenced in 120 articles
[sw07658]
 generates a PROMELA model with the same state space characteristics as the JAVA program. Hence ... must have a finite and tractable state space. The work should be seen ... applicable within NASA’s areas such as space, aviation, and robotics. The work ... DeepSpace 1 space craft, and of previous work in applying existing model checkers...

CONTSID
 Referenced in 33 articles
[sw14945]
 software support for databased continuoustime modelling. This chapter describes the continuoustime system ... continuoustime (CT) transfer function and statespace model identification directly from regularly or irregularly ... determination of a discretetime (DT) model. The motivation for developing the CONTSID toolbox ... data; it provides transfer function and statespace model identification methods for singleinput single...

expsmooth
 Referenced in 36 articles
[sw11122]
 Forecasting with exponential smoothing. The state space approach. Exponential smoothing methods have been around since ... complete modeling framework incorporating innovations state space models, likelihood calculation, prediction intervals and procedures...

pomp
 Referenced in 41 articles
[sw10664]
 processes (POMPs, AKA stochastic dynamical systems, statespace models). ’pomp’ provides facilities for implementing POMP...

StFinMetrics
 Referenced in 34 articles
[sw29976]
 modelling and systems of regression equations; state space models; factor models for asset returns; rolling...

Control System Toolbox
 Referenced in 143 articles
[sw07643]
 transfer function, statespace, zeropolegain or frequencyresponse model. Apps and functions, such...

LibBi
 Referenced in 13 articles
[sw19384]
 Bayesian StateSpace Modelling on HighPerformance Hardware Using LibBi. LibBi is a software package ... statespace modelling and Bayesian inference on modern computer hardware, including multicore central processing ... model specification, then optimises, generates, compiles and runs code for the given model, inference method ... work serves as an introduction to statespace models and the specialised methods developed...

KFAS
 Referenced in 10 articles
[sw14662]
 Filter and Smoother for Exponential Family State Space Models. Functions for Kalman filtering, smoothing, forecasting ... simulation of multivariate exponential family state space models with exact diffuse initialization and sequential processing...

SHARPE
 Referenced in 42 articles
[sw03100]
 networks and statespace ones such as Markov and semiMarkov reward models as well ... stochastic Petri nets. Steadystate, transient and interval measures can be computed. Output measures...

BEEM
 Referenced in 30 articles
[sw09815]
 includes information about state spaces and facilities for selection of models for experiments. The address...

etm
 Referenced in 21 articles
[sw11211]
 timeinhomogeneous multistate model with finite state space...

E4
 Referenced in 12 articles
[sw17878]
 StateSpace Estimation of Econometric Models.” E4 uses statespace methods to achieve flexibility ... statespace, it provides interface functions to support many standard time series models, such ... VARMAX, structural econometric models or singleoutput transfer functions. These models can be estimated ... Jerez, Sonia Sotoca, A. Alexandre Trindade: ”StateSpace Methods for Time Series Analysis: Theory, Applications...

SSMMATLAB
 Referenced in 5 articles
[sw15531]
 Programs for the Statistical Analysis of State Space Models. This article discusses and describes SSMMATLAB ... MATLAB for the statistical analysis of state space models. The state space model considered ... models, VARMAX models in echelon form, cointegrated VARMA models, and univariate structural or ARIMA model ... based unobserved components models, into state space form. There are also functions to implement...

SMART_
 Referenced in 33 articles
[sw04097]
 symbolic statespace generation techniques, as well as symbolic CTL modelchecking algorithms, are available...