simts
Time Series Analysis Tools
Justin Lee, Stéphane Guerrier, James Balamuta, Lionel Voirol, Roberto Molinari, Yuming Zhang
Last update: 31 August 2023
Copyright license: GNU Affero General Public License, version 3.0, File License
Software version identifier: 0.2.1, 0.1.0, 0.1.1, 0.2.0, 0.2.2
A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi:10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.
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