Dr G

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12 Answers

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6	What is the difference between Kalman filter and moving average?
6	Simple linear model with autocorrelated errors in R
3	What R packages do you find most useful in your daily work?
2	What does averaging do for the noise level of my signal
2	R code for time series forecasting using Kalman filter

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369 Reputation

+10	Alternatives to classification trees, with better predictive (e.g: CV) performance?
+10	Simple linear model with autocorrelated errors in R
+10	R examples for Durbin & Koopman “Time Series Analysis by State Space Methods”
+10	What is the difference between Kalman filter and moving average?

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1 Question

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3	R examples for Durbin & Koopman “Time Series Analysis by State Space Methods”

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12 r × 8	2 measurement
10 time-series × 5	2 machine-learning
8 kalman-filter × 2	2 cart
6 autocorrelation	2 classification
2 standard-error	1 exponential

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