Pages that link to "Item:Q1922286"

The following pages link to Smoothness priors analysis of time series (Q1922286):

Displaying 50 items.

• Time series smoothing by penalized least squares (Q144387) (← links)
• Computational aspects of sequential Monte Carlo filter and smoother (Q457255) (← links)
• Spatially varying SAR models and Bayesian inference for high-resolution lattice data (Q457258) (← links)
• A synthesis of statistical and deterministic methods in problem of smoothing for time series (Q463397) (← links)
• Prediction error identification of linear systems: a nonparametric Gaussian regression approach (Q627072) (← links)
• State-space solutions to the dynamic magnetoencephalography inverse problem using high performance computing (Q641071) (← links)
• Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach (Q734405) (← links)
• A maximum entropy method for particle filtering (Q852048) (← links)
• Smoothness priors transfer function estimation (Q909631) (← links)
• Computing observation weights for signal extraction and filtering (Q951360) (← links)
• Decomposition of time series models in state-space form (Q959310) (← links)
• A mixed filter algorithm for cognitive state estimation from simultaneously recorded continuous and binary measures of performance (Q1008384) (← links)
• Forecasting daily time series using periodic unobserved components time series models (Q1010432) (← links)
• A Bayesian analysis of moving average processes with time-varying parameters (Q1020904) (← links)
• Identification of time-varying systems with abrupt parameter changes (Q1322810) (← links)
• Dynamic hierarchical models: an extension to matrix-variate observations. (Q1589486) (← links)
• Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing (Q1705542) (← links)
• System identification using kernel-based regularization: new insights on stability and consistency issues (Q1797024) (← links)
• Non-Gaussian seasonal adjustment (Q1822876) (← links)
• Nonlinear time series analysis since 1990: Some personal reflections (Q1862924) (← links)
• Smoothness prior approach to explore mean structure in large-scale time series (Q1870538) (← links)
• Asymptotic theory for information criteria in model selection -- functional approach (Q1874086) (← links)
• Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria (Q1880989) (← links)
• Asymptotic normality of the maximum likelihood estimator in state space models (Q1970477) (← links)
• Akaike's information criterion and recent developments in information complexity (Q1977905) (← links)
• Application of regularized Savitzky-Golay filters to identification of time-varying systems (Q2065216) (← links)
• A micro-potential based peridynamic method for deformation and fracturing in solids: a two-dimensional formulation (Q2175292) (← links)
• Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach (Q2216411) (← links)
• Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions (Q2304234) (← links)
• Charactering neural spiking activity evoked by acupuncture through state-space model (Q2337566) (← links)
• Interacting and annealing particle filters: mathematics and a recipe for applications (Q2384124) (← links)
• Extension and verification of the SEIR model on the 2009 influenza A (H1N1) pandemic in Japan (Q2439169) (← links)
• Exact maximum likelihood estimation for non-stationary periodic time series models (Q2445716) (← links)
• Akaike causality in state space. Instantaneous causality between visual cortex in fMRI time series (Q2459146) (← links)
• Structured priors for multivariate time series (Q2500641) (← links)
• Smoothing a Time Series by Segments of the Data Range (Q2797837) (← links)
• Decomposition of seasonality and long-term trend in seismological data: a Bayesian modelling of earthquake detection capability (Q2802872) (← links)
• Feynman-Kac Particle Integration with Geometric Interacting Jumps (Q2854342) (← links)
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion) (Q2920273) (← links)
• Trend smoothness achieved by penalized least squares with the smoothing parameter chosen by optimality criteria (Q2974951) (← links)
• A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs (Q3008844) (← links)
• Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra (Q3018541) (← links)
• Computational Methods for Time Series Analysis (Q3298642) (← links)
• Posterior mean and variance approximation for regression and time series problems (Q3396471) (← links)
• A life table approach to small area health need profiling (Q3427634) (← links)
• A Class of Models for Aggregated Traffic Volume Time Series (Q3435777) (← links)
• Properties of higher order stochastic cycles (Q3440737) (← links)
• (Q3498097) (← links)
• On the Second‐Order Random Walk Model for Irregular Locations (Q3552943) (← links)
• On markov chain monte carlo methods for nonlinear and non-gaussian state-space models (Q4488750) (← links)