timsac-package: Time Series Analysis and Control Program Package

In timsac: Time Series Analysis and Control Package

Time Series Analysis and Control Program Package

Description

R functions for statistical analysis and control of time series.

Details

This package provides functions for statistical analysis, prediction and control of time series. The original TIMSAC (TIMe Series Analysis and Control) or TIMSAC-72 was published in Akaike and Nakagawa (1972). After that, TIMSAC-74, TIMSAC-78 and TIMSAC-84 were published as the TIMSAC series in Computer Science Monograph.

For overview of models and information criteria for model selection, see ../doc/timsac-guide_e.pdf or ../doc/timsac-guide_j.pdf (in Japanese).

References

H.Akaike, E.Arahata and T.Ozaki (1975) Computer Science Monograph, No.5, Timsac74, A Time Series Analysis and Control Program Package (1). The Institute of Statistical Mathematics.

H.Akaike, E.Arahata and T.Ozaki (1975) Computer Science Monograph, No.6, Timsac74, A Time Series Analysis and Control Program Package (2). The Institute of Statistical Mathematics.

H.Akaike, G.Kitagawa, E.Arahata and F.Tada (1979) Computer Science Monograph, No.11, Timsac78. The Institute of Statistical Mathematics.

H.Akaike, T.Ozaki, M.Ishiguro, Y.Ogata, G.Kitagawa, Y-H.Tamura, E.Arahata, K.Katsura and Y.Tamura (1985) Computer Science Monograph, No.22, Timsac84 Part 1. The Institute of Statistical Mathematics.

H.Akaike and T.Nakagawa (1988) Statistical Analysis and Control of Dynamic Systems. Kluwer Academic publishers.

timsac documentation built on Sept. 30, 2023, 5:06 p.m.