itsmr

swMATH11210CRANitsmrMaRDI QIDQ23157FDOQ23157

Time Series Analysis Using the Innovations Algorithm

George Weigt

Last update: 6 August 2022

Copyright license: FreeBSD

Software version identifier: 1.10

Official website: http://cran.r-project.org/web/packages/itsmr/index.html

Source code repository: https://github.com/cran/itsmr

Described by source

• Introduction to Time Series and Forecasting

Cited In (only showing first 100 items - show all)

• Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling
• Modeling churn using customer lifetime value
• Penalised likelihood methods for phase-type dimension selection
• Volatility analysis with realized GARCH-Itô models
• Thinning operations for modeling time series of counts -- a survey
• Semi-automated simultaneous predictor selection for regression-SARIMA models
• Introduction to Time Series and Forecasting
• ARfit
• ITSM
• JMulTi
• PcGets
• POMDPS
• AS 182
• OMNet++
• RegEM
• STABLE
• GATE
• LS-SVMlab
• gcmr
• fracdiff
• ORIOGEN
• Forecast
• FitAR
• tmvtnorm
• SsfPack
• STAMP
• PerformanceAnalytics
• RcppEigen
• astsa
• expsmooth
• FinTS
• TOMS659
• longmemo
• partsm
• XmdvTool
• YUIMA
• sapa
• CausalImpact
• TSA
• cts
• AS 154
• AS 197
• RANRTH
• Portfolio Safeguard
• convoSPAT
• excursions
• BootPR
• Cistrome
• ITSM2000
• Nebula
• ODoSE
• extraDistr
• PEET
• plot3D
• bsts
• PROGRESS
• ITIP
• CaterpillarSSA
• SOWAS
• spTest
• FastGP
• hitandrun
• SFA
• JBoss
• grTheory
• onewaytests
• Kron
• tscount
• TRAMO
• wmtsa
• PenPC
• SynLab
• PEET: a Matlab tool for estimating physical gate errors in quantum information processing systems
• RobustSP
• logcondiscr
• artfima
• RIONA
• StFinMetrics
• ICON
• pautocorr
• TPA-LSTM
• TSSS
• sobol.cc
• freqdom.fda
• fpp2
• matrixdist
• prophet
• gravitas
• BayesEstDiffusion.jl
• Title not available (Why is that?)
• Principal component analysis for second-order stationary vector time series
• Fractional normal inverse Gaussian diffusion
• Structural Break Estimation for Nonstationary Time Series Models
• Statistical analysis of network data. Methods and models
• Clustering heteroskedastic time series by model-based procedures
• tsfknn
• Testing autocorrelation and partial autocorrelation: asymptotic methods versus resampling techniques
• Monitoring mean changes in persistent multivariate time series
• Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding
• The impact on ruin probabilities of the association structure among financial risks

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