Open AccessAutomatic Identification and Forecasting of Structural Unobserved Components Models with UComp
Author(s) -
Diego J. Pedregal
Publication year - 2022
Publication title -
journal of statistical software
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v103.i09
Subject(s) - computer science , python (programming language) , identification (biology) , outlier , data mining , software , matlab , field (mathematics) , feature (linguistics) , implementation , artificial intelligence , software engineering , programming language , linguistics , philosophy , botany , mathematics , pure mathematics , biology