This excellent text provides a comprehensive treatment of the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbence terms...
Time Series Analysis by State Space Methods的书评 ···(全部 1 条) 热门最新好友 zarathustra2013-09-11 02:59:10 SS TS中生代的代表作 这篇书评可能有关键情节透露 传说中绰号DK的就是此书,中生代的SS TS专著,01年的时候成书,当时最后几章就调戏了很多现在看来都是前沿的TOPIC,可谓跨时代。推导的非常...
J. (2004). Time series analysis by state space methods. Oxford: Oxford University.Time Series Analysis by State Space Methods - Durbin, Koopman - 2004Durbin, J. and S. J. Koopman (2012). Time Series Analysis by State Space Methods. 2nd edition. Oxford: Oxford Statistical Science Series....
英文原版 Time Series Analysis by State Space Methods 状态空间法的时间序列分析 第二版 精装牛津理论计量专著 进口英语书籍 作者:Siem Jan出版社:Oxford出版时间:2023年11月 手机专享价 ¥ 当当价降价通知 ¥889.00 配送至 广东广州市 至北京市东城区...
使用结构化状态空间对序列建模 Modeling sequences with structured state spaces 热度: 基于状态空间模型的金融时间序列预测方法 热度: 基于轻量化时间序列缩减的工业设备状态预测方法与装置 热度: TimeSeriesAnalysisbyStateSpaceMethods:SecondEdition,2012,368pages, ...
Time Series Analysis by State Space Methods: Second Edition This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space t... J Durbin,SJ Koopman - 《Siem Jan Koopman》 被引量: 2436发表: 2012年 ...
Time Series Analysis by State Space Methods 2024 pdf epub mobi 用户评价 评分☆☆☆ 学术味还是太浓了,作者大约在 diffuse initialization 上有专长,四处见缝插针。 评分☆☆☆ 传说中绰号DK的就是此书…… 评分☆☆☆ 传说中绰号DK的就是此书…… 评分☆☆☆ 学术...
当当网图书频道在线销售正版《【预订】State-Space Methods for Time Series Analysis: Theory, Applications and Software》,作者:,出版社:。最新《【预订】State-Space Methods for Time Series Analysis: Theory, Applications and Software》简介、书评、试读、价格
Statsmodels: Time Series Analysis by State Space Methods Summary In this post, you discovered a suite of classical time series forecasting methods that you can test and tune on your time series dataset. Did I miss your favorite classical time series forecasting method? Let me know in the commen...