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There are 4905 results for: content related to: AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM

  1. You have free access to this content
    Likelihood-based dynamic factor analysis for measurement and forecasting

    The Econometrics Journal

    Volume 18, Issue 2, June 2015, Pages: C1–C21, Borus Jungbacker and Siem Jan Koopman

    Version of Record online : 16 JUN 2014, DOI: 10.1111/ectj.12029

  2. On maximum likelihood estimators for the multisite lag-one streamflow model: Complete and incomplete data cases

    Water Resources Research

    Volume 23, Issue 4, April 1987, Pages: 641–645, George Kuczera

    Version of Record online : 9 JUL 2010, DOI: 10.1029/WR023i004p00641

  3. Estimating common trends in multivariate time series using dynamic factor analysis

    Environmetrics

    Volume 14, Issue 7, November 2003, Pages: 665–685, A. F. Zuur, R. J. Fryer, I. T. Jolliffe, R. Dekker and J. J. Beukema

    Version of Record online : 1 AUG 2003, DOI: 10.1002/env.611

  4. Wavelets in state space models

    Applied Stochastic Models in Business and Industry

    Volume 19, Issue 3, July/September 2003, Pages: 199–219, Eliana Zandonade and Pedro A. Morettin

    Version of Record online : 3 OCT 2003, DOI: 10.1002/asmb.496

  5. Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 1, February 2013, Pages: 80–102, Maximiano Pinheiro, António Rua and Francisco Dias

    Version of Record online : 21 DEC 2012, DOI: 10.1111/obes.12006

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    Smoothing of climate time series revisited

    Geophysical Research Letters

    Volume 35, Issue 16, August 2008, Michael E. Mann

    Version of Record online : 29 AUG 2008, DOI: 10.1029/2008GL034716

  7. Forecasting European GNP data through common factor models and other procedures

    Journal of Forecasting

    Volume 21, Issue 4, July 2002, Pages: 225–244, Antonio García-Ferrer and Pilar Poncela

    Version of Record online : 8 MAY 2002, DOI: 10.1002/for.829

  8. A State-Space EM Algorithm for Longitudinal Data

    Journal of Time Series Analysis

    Volume 20, Issue 5, September 1999, Pages: 537–550, Gloria Icaza and Richard Jones

    Version of Record online : 4 JAN 2002, DOI: 10.1111/1467-9892.00155

  9. Parameter estimation in models with hidden variables : An application to a biotech process

    The Canadian Journal of Chemical Engineering

    Volume 90, Issue 3, June 2012, Pages: 690–702, S. S. Jang, H. De la Hoz, A. Ben-zvi, W. C. McCaffrey and R. B. Gopaluni

    Version of Record online : 16 MAY 2011, DOI: 10.1002/cjce.20557

  10. Longitudinal LISREL model estimation from incomplete panel data using the EM algorithm and the Kalman smoother

    Statistica Neerlandica

    Volume 49, Issue 3, November 1995, Pages: 362–377, R. A. R. G. Jansen and J. H. L. Oud

    Version of Record online : 29 APR 2008, DOI: 10.1111/j.1467-9574.1995.tb01475.x

  11. State-space discrimination and clustering of atmospheric time series data based on Kullback information measures

    Environmetrics

    Volume 19, Issue 2, March 2008, Pages: 103–121, Thomas Bengtsson and Joseph E. Cavanaugh

    Version of Record online : 3 JUL 2007, DOI: 10.1002/env.859

  12. COVARIANCES FOR FIXED INTERVAL SMOOTHED KALMAN FILTER PARAMETER ESTIMATES

    Australian Journal of Statistics

    Volume 32, Issue 2, June 1990, Pages: 205–216, Stephen Haslett

    Version of Record online : 28 JUN 2008, DOI: 10.1111/j.1467-842X.1990.tb01013.x

  13. Estimation of vector error correction models with mixed-frequency data

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 194–205, Byeongchan Seong, Sung K. Ahn and Peter A. Zadrozny

    Version of Record online : 22 OCT 2012, DOI: 10.1111/jtsa.12001

  14. The Spectrum

    Fourier Analysis of Time Series: An Introduction, Second Edition

    Peter Bloomfield, Pages: 133–166, 2005

    Published Online : 28 JAN 2005, DOI: 10.1002/0471722235.ch8

  15. Fitting Stochastic Volatility Models in the Presence of Irregular Sampling via Particle Methods and the EM Algorithm

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 811–833, Jeongeun Kim and David S. Stoffer

    Version of Record online : 14 AUG 2008, DOI: 10.1111/j.1467-9892.2008.00584.x

  16. A residuals-based transition model for longitudinal analysis with estimation in the presence of missing data

    Statistics in Medicine

    Volume 26, Issue 17, 30 July 2007, Pages: 3330–3341, Tulay Koru-Sengul, David S. Stoffer and Nancy L. Day

    Version of Record online : 23 NOV 2006, DOI: 10.1002/sim.2757

  17. Missing in Asynchronicity: A Kalman-em Approach for Multivariate Realized Covariance Estimation

    Journal of Applied Econometrics

    Volume 30, Issue 3, April/May 2015, Pages: 377–397, Fulvio Corsi, Stefano Peluso and Francesco Audrino

    Version of Record online : 19 JAN 2014, DOI: 10.1002/jae.2378

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    Use of the Auroral Boundary Index for potential forecasting of ionospheric scintillation

    Radio Science

    Volume 47, Issue 4, August 2012, James M. Griffin, Thomas C. Connor and Hilary E. Snell

    Version of Record online : 19 MAY 2012, DOI: 10.1029/2011RS004954

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    Nontidal oceanic contributions to gravitational field changes: Predictions of the Parallel Ocean Climate Model

    Journal of Geophysical Research: Solid Earth (1978–2012)

    Volume 106, Issue B6, 10 June 2001, Pages: 11315–11334, Thomas J. Johnson, Clark R. Wilson, Benjamin F. Chao

    Version of Record online : 10 JUN 2001, DOI: 10.1029/2000JB900438

  20. Correlating gamma-aminobutyric acidergic circuits and sensory function in the electrosensory lateral line lobe of a gymnotiform fish

    Journal of Comparative Neurology

    Volume 345, Issue 2, 8 July 1994, Pages: 224–252, Leonard Maler and Enrico Mugnaini

    Version of Record online : 9 OCT 2004, DOI: 10.1002/cne.903450206