# Is it possible to model continuous time series with exogenous regressors?

I've got an irregularly spaced time series with regressors. I've found the R packages cts and ctsem for continuous time series, but they don't allow for exogenous variables. Is it possible to have both features in the same model?

• Look into gaussian processes or even 1D kriging – kjetil b halvorsen Jul 18 at 18:33

Subject level latent dynamic modelThe subject level dynamics are described by the stochastic diﬀerential equation:$$dη(t)=Aη(t)+b+Mχ(t)dt+GdW(t)$$ (1)