Algorithms for Linear Time Series Analysis: WithRPackage
نویسندگان
چکیده
منابع مشابه
Algorithms for Segmenting Time Series
As with most computer science problems, representation of the data is the key to ecient and eective solutions. Piecewise linear representation has been used for the representation of the data. This representation has been used by various researchers to support clustering, classication, indexing and association rule mining of time series data. A variety of algorithms have been proposed to obtain...
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Algorithms for Linear Time Series Analysis: With R Package
Our ltsa package implements the Durbin-Levinson and Trench algorithms and provides a general approach to the problems of fitting, forecasting and simulating linear time series models as well as fitting regression models with linear time series errors. For computational efficiency both algorithms are implemented in C and interfaced to R. Examples are given which illustrate the efficiency and acc...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2007
ISSN: 1548-7660
DOI: 10.18637/jss.v023.i05