Time Series Analysis for the State-Space Model with R/Stan
portes grátis
Time Series Analysis for the State-Space Model with R/Stan
Hagiwara, Junichiro
Springer Verlag, Singapore
09/2022
347
Mole
Inglês
9789811607134
15 a 20 dias
557
Descrição não disponível.
Introduction.- Fundamental of probability and statistics.- Fundamentals of handling time series data with R.- Quick tour of time series analysis.- State-space model.- State estimation in the state-space model.- Batch solution for linear Gaussian state-space model.- Sequential solution for linear Gaussian state-space model.- Introduction and analysis examples of a well-known component model.- Batch solution for general state-space model.- Sequential solution for general state-space model.- Example of applied analysis in general state-space model.
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Time Series Analysis;State-Space Model;Kalman Filter;MCMC;Particle Filter;Baysian Inference
Introduction.- Fundamental of probability and statistics.- Fundamentals of handling time series data with R.- Quick tour of time series analysis.- State-space model.- State estimation in the state-space model.- Batch solution for linear Gaussian state-space model.- Sequential solution for linear Gaussian state-space model.- Introduction and analysis examples of a well-known component model.- Batch solution for general state-space model.- Sequential solution for general state-space model.- Example of applied analysis in general state-space model.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
