BTSR (Q80223): Difference between revisions
From MaRDI portal
Removed claim: depends on software (P342): R (Q13519) |
Added link to MaRDI item. |
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| Property / last update: 20 January 2023 / rank | |||||||||||||||
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| Property / cites work: Kumaraswamy autoregressive moving average models for double bounded environmental data / rank | |||||||||||||||
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| Property / cites work: Beta autoregressive fractionally integrated moving average models / rank | |||||||||||||||
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| Property / cites work: A dynamic model for double‐bounded time series with chaotic‐driven conditional averages / rank | |||||||||||||||
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| Property / cites work: Unit-Weibull Autoregressive Moving Average Models / rank | |||||||||||||||
| Property / software version identifier | |||||||||||||||
0.1.0 | |||||||||||||||
| Property / software version identifier: 0.1.0 / rank | |||||||||||||||
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publication date: 8 November 2022
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0.1.1 | |||||||||||||||
| Property / software version identifier: 0.1.1 / rank | |||||||||||||||
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publication date: 13 November 2022
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publication date: 18 November 2022
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publication date: 11 January 2023
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publication date: 23 September 2023
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23 September 2023
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| Property / last update: 23 September 2023 / rank | |||||||||||||||
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Simulate, estimate and forecast a wide range of regression based dynamic models for bounded time series, covering the most commonly applied models in the literature. The main calculations are done in 'FORTRAN', which translates into very fast algorithms. The main references are Bayer et al. (2017) <doi:10.1016/j.jhydrol.2017.10.006>, Pumi et al. (2019) <doi:10.1016/j.jspi.2018.10.001>, Pumi et al. (2021) <doi:10.1111/sjos.12439> and Pumi et al. (2022) <arXiv:2211.02097>. | |||||||||||||||
| Property / description: Simulate, estimate and forecast a wide range of regression based dynamic models for bounded time series, covering the most commonly applied models in the literature. The main calculations are done in 'FORTRAN', which translates into very fast algorithms. The main references are Bayer et al. (2017) <doi:10.1016/j.jhydrol.2017.10.006>, Pumi et al. (2019) <doi:10.1016/j.jspi.2018.10.001>, Pumi et al. (2021) <doi:10.1111/sjos.12439> and Pumi et al. (2022) <arXiv:2211.02097>. / rank | |||||||||||||||
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| Property / author: Taiane Schaedler Prass / rank | |||||||||||||||
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| Property / author: Guilherme Pumi / rank | |||||||||||||||
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| Property / copyright license | |||||||||||||||
| Property / copyright license: GNU General Public License / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License / qualifier | |||||||||||||||
edition/version: ≥ 3 (English) | |||||||||||||||
| Property / cites work | |||||||||||||||
| Property / cites work: Kumaraswamy autoregressive moving average models for double bounded environmental data / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / cites work | |||||||||||||||
| Property / cites work: Beta autoregressive fractionally integrated moving average models / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / cites work | |||||||||||||||
| Property / cites work: A dynamic model for double‐bounded time series with chaotic‐driven conditional averages / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / cites work | |||||||||||||||
| Property / cites work: Unit-Weibull Autoregressive Moving Average Models / rank | |||||||||||||||
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| Property / depends on software | |||||||||||||||
| Property / depends on software: R / rank | |||||||||||||||
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| Property / depends on software: R / qualifier | |||||||||||||||
software version identifier: ≥ 4.0.0 | |||||||||||||||
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| Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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| links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 18:56, 12 March 2024
Bounded Time Series Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BTSR |
Bounded Time Series Regression |
Statements
23 September 2023
0 references
Simulate, estimate and forecast a wide range of regression based dynamic models for bounded time series, covering the most commonly applied models in the literature. The main calculations are done in 'FORTRAN', which translates into very fast algorithms. The main references are Bayer et al. (2017) <doi:10.1016/j.jhydrol.2017.10.006>, Pumi et al. (2019) <doi:10.1016/j.jspi.2018.10.001>, Pumi et al. (2021) <doi:10.1111/sjos.12439> and Pumi et al. (2022) <arXiv:2211.02097>.
0 references
0 references
