swMATH11006CRANastsaMaRDI QIDQ22958FDOQ22958
Applied Statistical Time Series Analysis
Last update: 10 January 2024
Copyright license: GNU General Public License, version 3.0
Software version identifier: 2.0, 1.0, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 1.10, 1.11, 1.12, 1.13, 1.14, 1.15, 1.16, 2.1
Official website: https://cran.r-project.org/package=astsa
Source code repository: https://github.com/nickpoison/astsa/blob/master/NEWS.md; https://dsstoffer.github.io/
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 coming), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, <doi:10.1007/978-3-319-52452-8>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <doi:10.1201/9780429273285>.
Cited In (only showing first 100 items - show all)
- Multivariate spatio-temporal models for high-dimensional areal data with application to longitudinal employer-household dynamics
- Regression theory for categorical time series
- Spatio-temporal modeling of global ozone data using convolution
- netcontrol
- SlidingWindows
- Robust functional supervised classification for time series
- Decomposition algorithm for large-scale two-stage unit-commitment
- Point process models for novelty detection on spatial point patterns and their extremes
- Quantitative analysis of directional strengths in jointly stationary linear multivariate processes
- Time series analysis and its applications. With R examples
- Model-based maximum covariance analysis for irregularly observed climatological data
- A numerically efficient implementation of the expectation maximization algorithm for state space models
- A tutorial on variational Bayes for latent linear stochastic time-series models
- A nonstationary nonparametric Bayesian approach to dynamically modeling effective connectivity in functional magnetic resonance imaging experiments
- Computational techniques for spatial logistic regression with large data sets
- Modelling and forecasting mortality in Spain
- The kriged Kalman filter. (With discussion)
- Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters
- Spontaneous similarity discrimination in the evolution of cooperation
- Functional semiparametric partially linear model with autoregressive errors
- Time-frequency clustering and discriminant analysis.
- Nonstationary dynamic factor analysis
- A Bayesian approach for inferring neuronal connectivity from calcium fluorescent imaging data
- Parameter estimation with scarce measurements
- Discriminant analysis for locally stationary processes
- Bayesian copula spectral analysis for stationary time series
- Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling
- Post-'87 crash fears in the S\&P 500 futures option market
- SiZer
- aTSA
- ROMS
- HIBITS
- HCC-Vis
- pautocorr
- beyondWhittle
- graphicalVAR
- portes
- HOPE
- spTDyn
- SwissAir
- Umoments
- varstan
- SYMARMA
- CorBin
- nortsTest
- AMON
- spectralGraphTopology
- Interpolating fields of carbon monoxide data using a hybrid statistical-physical model
- Joint chance constrained programming for hydro reservoir management
- Time Series: a Data Analysis Approach Using R By Robert H. Shumway and David S. Stoffer. Published by Taylor & Francis Group, LLC, Boca Raton, London, New York, 2019. ISBN: 9780367221096 (Hardback)
- The spectral envelope and its applications.
- HINT
- emdist
- TMSEEG
- multitaper
- NADE
- freqdom.fda
- Zoneout
- gimme
- fpp
- fpp2
- sazedR
- DAPPER
- BayesSpec
- MAVE
- Quick Draw Dataset
- Goodness-of-fit test for stochastic volatility models
- Title not available (Why is that?)
- Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
- Factor Models for High-Dimensional Tensor Time Series
- Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data
- Statistical inferences from serially correlated methylene chloride data
- A general science-based framework for dynamical spatio-temporal models
- Maximum likelihood estimation for dynamic factor models with missing data
- bayesforecast
- Detrended multiple cross-correlation coefficient with sliding windows approach
- Modelling residuals dependence in dynamic life tables: a geostatistical approach
- nortestARMA
- ctsfeatures
- otsfeatures
- Bayesian analysis of static and dynamic factor models: an ex-post approach towards the rotation problem
- Testing autocorrelation and partial autocorrelation: asymptotic methods versus resampling techniques
- Robust maximum-likelihood estimation of multivariable dynamic systems
- Hierarchical spatially varying coefficient and temporal dynamic process models using \texttt{spTDyn}
- wwntests
- Missing observation analysis for matrix-variate time series data
- Analyzing spatial ecological data using linear regression and wavelet analysis
- A structural model with interventions for New Zealand sawn timber production
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components
- Understanding the Ensemble Kalman Filter
- Learning mixture models via component-wise parameter smoothing
- Robust statistical arbitrage strategies
- A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network
- Embedding and learning with signatures
- Finite-sample properties of estimators for first and second order autoregressive processes
- Combining multiple time series predictors: A useful inferential procedure
- Note on optimization of individual psychotherapeutic processes
- Local linear estimation for spatial random processes with stochastic trend and stationary noise
- Adaptive spectral estimation for nonstationary multivariate time series
- Minding the gap: Central bank estimates of the unemployment natural rate
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