Time Series Analysis with State Space Model
Ship's Navigation Data
Sample Data for Particle Filter and Smoother
Rainfall Data
Seismic Data
Sunspot Number Data
The Nonlinear State-Space Model Data
Haibara Data
BLSALLFOOD Data
Nikkei225
Box-Cox Transformation
Least Squares Method for Multivariate AR Model
Calculate Characteristics of Scalar ARMA Model
Wholesale Hardware Data
Compute a Periodogram
Temperatures Data
Non-Gaussian Smoothing
Cross-Covariance and Cross-Correlation
Probability Density Function
Univariate AR Model Fitting
Scalar ARMA Model Fitting
The Least Squares Method via Householder Transformation
Simulation by Non-Gaussian State Space Model
Yule-Walker Method of Fitting Multivariate AR Model
Prediction and Interpolation of Time Series
Particle Filtering and Smoothing
Particle Filtering and Smoothing for Nonlinear State-Space Model
Plot Smoothed Density Function
Plot Fitted Polynomial Trend
Plot Trend and Residuals
Compute a Periodogram via FFT
Kullback-Leibler Information
Time Varying Coefficients AR Model
Decomposition of Time Interval to Stationary Subintervals
Plot Evolutionary Power Spectra Obtained by Time Varying AR Model
Plot Box-Cox Transformed Data
Cross Spectra and Power Contribution
Estimation of the Change Point
Scalar ARMA Model Fitting
Autocovariance and Autocorrelation
Evolutionary Power Spectra by Time Varying AR Model
Polynomial Regression Model
Plot Trend, Seasonal and AR Components
Plot Fitted Trigonometric Polynomial
Time Varying Variance
Plot Simulated Data Generated by State Space Model
Seasonal Adjustment
Simulation by Gaussian State Space Model
Plot Smoothed Periodogram
Plot Posterior Distribution of Smoother
Trend Estimation