Modeling and smoothing unequally spaced sequence data (Q5952145)
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scientific article; zbMATH DE number 1687768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and smoothing unequally spaced sequence data |
scientific article; zbMATH DE number 1687768 |
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Modeling and smoothing unequally spaced sequence data (English)
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16 September 2002
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Sequence data are pairs \((y_i,x_i)\), \(i=1,2,\dots,n\), where the \(x_i\) (usually time, with \(x_i\leq x_{i+1})\) serve to order the variable of interest \(y_i\). The application of a state space model to unequally spaced sequence data is discussed and illustrated by the authors.
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sequence data
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state space model
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unequally spaced sequence data
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