KFAS: R Package for Exponential Family State Space Models
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May 25, 2025 - R
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dynamic-linear-model
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statespacer: State Space Modelling in R
r time-series cpp state-space statistical-inference forecasting mathematical-modelling kalman-filter gaussian-models statistical-models structural-analysis dynamic-linear-model
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Jan 27, 2023 - R
bayesian-sgdlm is a Python script for fully Bayesian SGDLMs, treating each node as a VAR( p) DLM. It leverages decouple–recouple filtering with Variational Bayes and importance sampling to estimate sparse, time-varying cross-lag dependencies (including pandemic dummies) without ever inverting the full multivariate system.
reproducible-research variational-bayes importance-sampling dynamic-linear-model financial-econometrics state-space-model multivariate-time-series bayesian-time-series sgdlm sequential-forecasting
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Aug 10, 2026 - Python
Inflation forecasting during crisis periods using Bayesian Dynamic Linear Models, traditional econometrics, and machine learning. Includes data, code, and comprehensive analysis report.
machine-learning time-series bayesian-inference inflation dynamic-linear-model inflation-forecasting bayesian-modeling
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Jul 1, 2025 - Python
Rank-1 updates by Givens' rotations to solve linear systems which are column-subsampled (selection of dimensions) at each iteration
matlab least-squares complexity linear-equations qr-decomposition dynamic-linear-model rank1-updates
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Feb 5, 2019 - MATLAB
applications of univariate & multivariate times series with machine and deep learning and dynamic linear modeling
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Jun 11, 2022 - R
Time series analysis of PM2.5 particles levels with R Markdown utilising Hidden Markov Models (HMM), Dynamic Linear Models (DLM).
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Jan 8, 2025
Simulate and fit dynamic linear models using the Kalman filter, in Fortran
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Apr 16, 2025 - Fortran
意思決定に係る洞察を得る仕組み
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Sep 24, 2025 - Jupyter Notebook
Time Series Analysis using Dynami Linear Programming (DLM)
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Dec 24, 2021 - Jupyter Notebook
R package for mortality modelling considering dynamic improvement
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Sep 21, 2018 - R
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