State-Space Models – Introduction • through two seemingly simple equations, state-space models define a rich class of processes that have served well as models for time series − special cases: ARIMA and SARIMA mode - Time series models - Document - PDFSEARCH.IO

First Page	Meta Content
	State-Space Models – Introduction • through two seemingly simple equations, state-space models define a rich class of processes that have served well as models for time series − special cases: ARIMA and SARIMA mode Add to Reading List Document Date: 2015-03-11 13:06:01 Open Document File Size: 337,30 KB Share Result on Facebook Company Xt Yt / / IndustryTerm elegant solution / / Organization United Nations / / Position µt and covariance matrices Rt / Rt / W1 / t W1 / t W2 / t Rt / / SocialTag Stochastic processes Data compression White noise Autoregressive model Covariance Statistics Noise Time series analysis

State-Space Models – Introduction • through two seemingly simple equations, state-space models define a rich class of processes that have served well as models for time series − special cases: ARIMA and SARIMA modeAdd to Reading List