dc.contributor.author | Helske, Jouni | |
dc.date.accessioned | 2017-07-03T04:51:43Z | |
dc.date.available | 2017-07-03T04:51:43Z | |
dc.date.issued | 2017 | |
dc.identifier.citation | Helske, J. (2017). KFAS: Exponential Family State Space Models in R. <i>Journal of Statistical Software</i>, <i>78</i>(10). <a href="https://doi.org/10.18637/jss.v078.i10" target="_blank">https://doi.org/10.18637/jss.v078.i10</a> | |
dc.identifier.other | CONVID_27057782 | |
dc.identifier.other | TUTKAID_74094 | |
dc.identifier.uri | https://jyx.jyu.fi/handle/123456789/54783 | |
dc.description.abstract | State space modeling is an efficient and flexible method for statistical inference of a
broad class of time series and other data. This paper describes the R package KFAS for
state space modeling with the observations from an exponential family, namely Gaussian,
Poisson, binomial, negative binomial and gamma distributions. After introducing the
basic theory behind Gaussian and non-Gaussian state space models, an illustrative example
of Poisson time series forecasting is provided. Finally, a comparison to alternative R
packages suitable for non-Gaussian time series modeling is presented. | |
dc.language.iso | eng | |
dc.publisher | Foundation for Open Access Statistics | |
dc.relation.ispartofseries | Journal of Statistical Software | |
dc.subject.other | exponential family | |
dc.subject.other | state space models | |
dc.subject.other | forecasting | |
dc.subject.other | dynamic linear models | |
dc.title | KFAS: Exponential Family State Space Models in R | |
dc.type | article | |
dc.identifier.urn | URN:NBN:fi:jyu-201706283131 | |
dc.contributor.laitos | Matematiikan ja tilastotieteen laitos | fi |
dc.contributor.laitos | Department of Mathematics and Statistics | en |
dc.contributor.oppiaine | Tilastotiede | fi |
dc.contributor.oppiaine | Statistics | en |
dc.type.uri | http://purl.org/eprint/type/JournalArticle | |
dc.date.updated | 2017-06-28T03:17:44Z | |
dc.type.coar | journal article | |
dc.description.reviewstatus | peerReviewed | |
dc.relation.issn | 1548-7660 | |
dc.relation.numberinseries | 10 | |
dc.relation.volume | 78 | |
dc.type.version | publishedVersion | |
dc.rights.copyright | © Helske, 2017. This is an open access article distributed under the terms of a Creative Commons License. | |
dc.rights.accesslevel | openAccess | fi |
dc.subject.yso | aikasarjat | |
jyx.subject.uri | http://www.yso.fi/onto/yso/p12290 | |
dc.rights.url | https://creativecommons.org/licenses/by/2.5/legalcode | |
dc.relation.doi | 10.18637/jss.v078.i10 | |