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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
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Document Date: 2015-03-11 13:06:00
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File Size: 1,65 MB
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Company
Xt Yt /
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IndustryTerm
elegant solution /
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United Nations /
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Position
µt and covariance matrices Rt /
Rt /
W1 /
t W1 /
t W2 /
t Rt /
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SocialTag
Stochastic processes
Data compression
White noise
Autoregressive model
Covariance
Statistics
Noise
Time series analysis