astsa
From MaRDI portal
Astsa
Description
Contains data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting the texts Time Series Analysis and Its Applications: With R Examples (5th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2025, <doi:10.1007/978-3-031-70584-7>, and Time Series: A Data Analysis Approach Using R (2nd ed). Chapman-Hall, 2026, <https://www.routledge.com/Time-Series-A-Data-Analysis-Approach-Using-R/Shumway-Stoffer/p/book/9781041031642>. Most scripts are designed to require minimal input to produce aesthetically pleasing output for ease of use in live demonstrations and course work.
Cited in
(only showing first 100 items - show all)- Estimation of the disturbance structure from data using semidefinite programming and optimal weighting
- Further investigation into restricted Kalman filtering
- Shrinkage estimation in the frequency domain of multivariate time series
- A mixed filter algorithm for cognitive state estimation from simultaneously recorded continuous and binary measures of performance
- Computational techniques for spatial logistic regression with large data sets
- One-step approximations for detecting regime changes in the state space model with application to the influenza data
- Modelling residuals dependence in dynamic life tables: a geostatistical approach
- Multiscale spectral analysis for detecting short and long range change points in time series
- Assessing influence in Gaussian long-memory models
- Observation-driven generalized state space models for categorical time series
- Estimation of trend in state-space models: asymptotic mean square error and rate of convergence
- Time series analysis of particle tracking data for molecular motion on the cell membrane
- Structural break estimation of noisy sinusoidal signals
- Centered and non-centered principal component analyses in the frequency domain
- Functional semiparametric partially linear model with autoregressive errors
- On the integral with respect to the tensor product of two random measures
- Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
- Extensions of estimation methods using the EM algorithm
- Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method
- Detrended multiple cross-correlation coefficient with sliding windows approach
- The kriged Kalman filter. (With discussion)
- JMulTi
- wwntests
- otsfeatures
- ctsfeatures
- PySDDR
- ARbiascorrect
- netcontrol
- MHMM
- SlidingWindows
- Combining multiple time series predictors: A useful inferential procedure
- Time-frequency clustering and discriminant analysis.
- Likelihood inference in BL-GARCH models
- Online prediction of Berlin single-family house prices
- The spectral envelope and its applications.
- EnKF
- DT-CWT
- nortestARMA
- Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals
- Use of wavelets techniques to discriminate between explosions and natural earthquakes
- Analysis of the Lehman Brothers collapse and the flash crash event by applying wavelets methodologies
- Design of measurement difference autocovariance method for estimation of process and measurement noise covariances
- How Gaussian mixture models might miss detecting factors that impact growth patterns
- Stochastic simulation of predictive space-time scenarios of wind speed using observations and physical model outputs
- A smooth block bootstrap for quantile regression with time series
- LabVIEW
- Flexible integro-difference equation modeling for spatio-temporal data
- A variational expectation-maximization algorithm for temporal data clustering
- Adaptive spectral estimation for nonstationary multivariate time series
- Flexible and efficient estimating equations for variogram estimation
- Point process models for novelty detection on spatial point patterns and their extremes
- WaveThresh4
- forecast
- The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms
- The interval versions of the Kalman filter and the EM algorithm
- Segmental dynamic factor analysis for time series of curves
- Clustering nonlinear, nonstationary time series using BSLEX
- RegEM
- Collaborative linear dynamical system identification by scarce relevant/irrelevant observations
- Periodic dynamic factor models: estimation approaches and applications
- Local linear estimation for spatial random processes with stochastic trend and stationary noise
- Maximum likelihood identification of stable linear dynamical systems
- Towards efficient maximum likelihood estimation of LPV-SS models
- A quantitative insight into the dependence dynamics of the Kilauea and Mauna Loa volcanoes, Hawaii
- Time-varying cointegration model using wavelets
- Bayesian copula spectral analysis for stationary time series
- Temporal variation and scale in movement-based resource selection functions
- Emulator-assisted reduced-rank ecological data assimilation for nonlinear multivariate dynamical spatio-temporal processes
- Bayesian inference in nonparametric dynamic state-space models
- Trend and fractality assessment of Mexico's stock exchange
- Exit dynamics of start-up firms: structural estimation using indirect inference
- Downstream demand inference in decentralized supply chains
- Insights into cell membrane microdomain organization from live cell single particle tracking of the ige high affinity receptor fcRI of mast cells
- Regression theory for categorical time series
- System Identification Toolbox
- Stock market prediction and portfolio selection models: a survey
- Prediction of extremal precipitation by quantile regression forests: from SNU multiscale team
- Robust minimum information loss estimation
- Resampling Stats
- Spatial Statistics
- season
- Asymptotic scaling laws for precision of parameter estimates in dynamical systems
- Discriminant analysis for locally stationary processes
- Khan Academy
- MultiArmLab
- Arc_Mat
- Robust wavelet estimation to eliminate simultaneously the effects of boundary problems, outliers, and correlated noise
- Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling
- wordcloud
- EEGLAB
- WAFO
- Inference for modulated stationary processes
- Real-time stylistic prediction for whole-body human motions
- MARM processes. II: The empirically-based subclass
- The ARMA alphabet soup: a tour of ARMA model variants
- Geostatistical modeling in the presence of interaction between the measuring instruments, with an application to the estimation of spatial market potentials
- Structural shrinkage of nonparametric spectral estimators for multivariate time series
- Dependent functional data
- Incomplete time series prediction using max-margin classification of data with absent features
- Post-'87 crash fears in the S\&P 500 futures option market
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