Time series analysis via mechanistic models
نویسندگان
چکیده
منابع مشابه
Time Series Analysis via Mechanistic Models
The purpose of time series analysis via mechanistic models is to reconcile the known or hypothesized structure of a dynamical system with observations collected over time. We develop a framework for constructing nonlinear mechanistic models and carrying out inference. Our framework permits the consideration of implicit dynamic models, meaning statistical models for stochastic dynamical systems ...
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The purpose of time series analysis via mechanistic models is to reconcile the known or hypothesized structure of a dynamical system with observations collected over time. We develop a framework for constructing nonlinear mechanistic models and carrying out inference. Our framework permits the consideration of implicit dynamic models, meaning statistical models for stochastic dynamical systems ...
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ژورنال
عنوان ژورنال: The Annals of Applied Statistics
سال: 2009
ISSN: 1932-6157
DOI: 10.1214/08-aoas201