Visualitza Institute of New Imaging Technologies (INIT) per autoria "eea7d111-9968-4d2f-b649-029d961118b9"
Ara mostrant els elements 1-2 d 2
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A Kalman filter method for estimation and prediction of space–time data with an autoregressive structure
Lagos Álvarez, Bernardo M.; Padilla-Solis, Leonardo Fabricio; Mateu, Jorge; Ferreira, Guillermo Elsevier (2019-03)We propose a new Kalman filter algorithm to provide a formal statistical analysis of space–time data with an autoregressive structure. The Kalman filter technique allows to capture the temporal dependence as well as the ... -
Space-time autoregressive estimation and prediction with missing data based on Kalman filtering
Padilla-Solis, Leonardo Fabricio; Lagos Álvarez, Bernardo M.; Mateu, Jorge; Porcu, Emilio Wiley (2020-11)We propose a Kalman filter algorithm to provide a formal statistical analysis of space‐time data with an autoregressive structure in time. The Kalman filter technique allows to capture the temporal dependence as well as ...