• R

  • Referenced in 9810 articles [sw00771]
  • statistical (linear and nonlinear modelling, classical statistical tests, time-series analysis, classification, clustering, ...) and graphical...
  • bootlib

  • Referenced in 426 articles [sw40642]
  • generalized linear models and nonlinear models, and time series, spatial data and point processes. Chapter...
  • CRAN

  • Referenced in 549 articles [sw04351]
  • graphical techniques: linear and nonlinear modelling, statistical tests, time series analysis, classification, clustering, etc. Please...
  • QRM

  • Referenced in 718 articles [sw11358]
  • subjects like multivariate analysis, time series analysis and generalized linear modelling...
  • tsbridge

  • Referenced in 170 articles [sw12354]
  • tsbridge: Calculate normalising constants for Bayesian time series models. The tsbridge package contains a collection ... probabilities for a variety of time series Bayesian models, where parameters are estimated using BUGS...
  • forecast

  • Referenced in 150 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...
  • Forecast

  • Referenced in 94 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...
  • STAMP

  • Referenced in 43 articles [sw09536]
  • statistical / econometric software system for time series models with unobserbed components such as trend, seasonal ... Series Analyser, Modeller and Predictor. Structural time series models are formulated directly in terms ... often referred to as unobserved component time series models. Such models find application in many ... necessary tool to make interactive structural time series modelling available for empirical work. Another such...
  • partsm

  • Referenced in 42 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...
  • Neural Network Toolbox

  • Referenced in 178 articles [sw07378]
  • complex nonlinear systems that are not easily modeled with a closed-form equation. Neural Network ... fitting, pattern recognition, clustering, time-series prediction, and dynamic system modeling and control. To speed...
  • ANFIS

  • Referenced in 279 articles [sw08730]
  • simulation, the ANFIS architecture is employed to model nonlinear functions, identify nonlinear components on-line ... control system, and predict a chaotic time series, all yielding remarkable results. Comparisons with artificial ... neural networks and earlier work on fuzzy modeling are listed and discussed. Other extensions...
  • ARfit

  • Referenced in 38 articles [sw00046]
  • Matlab modules for modeling and analyzing multivariate time series with autoregressive (AR) models. ARfit contains ... given time series data, for analyzing eigen modes of a fitted model, and for simulating ... estimates the parameters of AR models from given time series data with a stepwise least ... assessed. Dynamical characteristics of the modeled time series can be examined by means...
  • StFinMetrics

  • Referenced in 38 articles [sw29976]
  • Modeling financial time series with S-Plus. This book can be considered as a users ... statistical analysis and modelling of financial time series. But the book can also be used ... autoregressive and multivariate GARCH models; modelling of long memory time series ... including fractional ARIMA and GARCH); time series regression modelling and systems of regression equations; state...
  • wavethresh

  • Referenced in 135 articles [sw06084]
  • data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation...
  • GMRFLib

  • Referenced in 309 articles [sw06641]
  • time-series analysis to the analysis of longitudinal and survival data, spatio-temporal models, graphical...
  • dlm

  • Referenced in 30 articles [sw04503]
  • introduction to statistical time series analysis by dynamic linear models. It covers the basic notions ... many specific dynamic linear models particularly suited for time series analysis, both for univariate ... dynamic linear models. State space models, dynamic linear models, state estimation and forecasting, filtering ... series analysis. Then, dynamic linear models for time series analysis are investigated, both univariate...
  • LIMDEP

  • Referenced in 77 articles [sw04925]
  • linear and nonlinear models, with cross section, time series and panel data. LIMDEP has long ... frontier and efficiency estimation and discrete choice modeling. The collection of techniques and procedures...
  • Microfit

  • Referenced in 38 articles [sw15806]
  • specifically designed for econometric modelling of time series data. This manual describes what Microfit ... makes recent developments in econometric models accessible to students, researchers, and commercial users with...
  • ITSM

  • Referenced in 16 articles [sw00461]
  • ITSM (Interactive Time Series Modelling) 6.0 is an interactive Windows based menu-driven software ... time series modeling and forecasting. The software is not designed to perform a wide array ... designed for the user engaged in time series analysis and forecasting that desires an easy...
  • wwcode

  • Referenced in 21 articles [sw26044]
  • regression model, designed experiment, and autoregressive time series model for the sake of illustration...