sum_model

Creates a composite model representing a sum of independent
<code>time_series_model</code> components. This is an internal constructor used
by the <code>+</code> methods.

internal

Implements the Generalized Method of Wavelet Moments with Exogenous Inputs estimator (GMWMX) presented in Voirol, L., Xu, H., Zhang, Y., Insolia, L., Molinari, R. and Guerrier, S. (2024) <doi:10.48550/arXiv.2409.05160>.
The GMWMX estimator allows to estimate functional and stochastic parameters of linear models with correlated residuals in presence of missing data.
The 'gmwmx2' package provides functions to load and plot Global Navigation Satellite System (GNSS) data from the Nevada Geodetic Laboratory and functions to estimate linear model model with correlated residuals in presence of missing data.

Lionel Voirol

gmwmx2

Estimate Functional and Stochastic Parameters of Linear Models
with Correlated Residuals and Missing Data

Haotian Xu

Yuming Zhang

Luca Insolia

Roberto Molinari

Stéphane Guerrier

sum_model function

<dl><dt>models</dt>
<dd>A list of <code>time_series_model</code> objects.</dd></dl>

Arguments

Sum of stochastic models (internal) — sum_model

<dl>

<dt>models</dt>
<dd>A list of <code>time_series_model</code> objects.</dd>

</dl>

sum_model: Sum of stochastic models (internal)

Description

Usage

Value

Arguments

Examples