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In this paper, we consider simple and easy distributed computing abilities of the statistical system TISAS (TIme Series Analysis Supporting System). TISAS was mainly "'written in the Tcl / Tk language, and was designed for utilizing full merits of a GUI (Graphical User Interface). We add...
Persistent link: https://www.econbiz.de/10009615421
We design and implement a prototype time series analysis system named TISAS for fully using modern graphical user interface technologies. An object oriented approach is adopted to represent data, statistics and models as instance objects and to visualize them by icons on the screen arranged as a...
Persistent link: https://www.econbiz.de/10009583889
The paper derives an algorithm for computing leave-k-out diagnostics for the detection of patches of outliers for stationary and non-stationary state space models with regression effects. The algorithm is based on a reverse run of the Kalman filter on the smoothing errors and is both efficient...
Persistent link: https://www.econbiz.de/10009612049