Prediction and interpolation of time series by state space models

A large amount of data collected today is in the form of a time series. In order to make realistic inferences based on time series forecasts, in addition to point predictions, prediction intervals or other measures of uncertainty should be presented. Multiple sources of uncertainty are often igno...

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Bibliographic Details
Main Author:	Helske, Jouni
Other Authors:	Faculty of Mathematics and Science, Matemaattis-luonnontieteellinen tiedekunta, Matematiikan ja tilastotieteen laitos, Department of Mathematics and Statistics, University of Jyväskylä, Jyväskylän yliopisto
Format:	Doctoral dissertation
Language:	eng
Published:	2015
Subjects:	Time-series analysis Prediction theory Interpolation tila-avaruusmallit time series prediction forecasting uncertainty state space models Tilastotiede aikasarja-analyysi aikasarjat mallintaminen ennusteet epävarmuus R-kieli
Online Access:	https://jyx.jyu.fi/handle/123456789/49043

Prediction and interpolation of time series by state space models by Helske, Jouni, kirjoittaja

Published 2015

Linkki verkkoaineistoon

Doctoral dissertation

Prediction and interpolation of time series by state space models by Helske, Jouni, kirjoittaja

Published 2015

JYX-julkaisuarkisto / JYX Digital Archive

Doctoral dissertation

Prediction and interpolation of time series by state space models

Prediction and interpolation of time series by state space models by Helske, Jouni, kirjoittaja

Prediction and interpolation of time series by state space models by Helske, Jouni, kirjoittaja

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