Environmental time series analysis and forecasting with the Captain toolbox

Environmental Modelling and Software

Volumn 22, Issue 6, 2007, Pages 797-814

  Taylor, C James ^a   Pedregal, Diego J ^b   Young, Peter C ^c   Tych, Wlodek ^c  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF CASTILLA LA MANCHA   (Spain)

^c LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Data based mechanistic; Fixed interval smoothing; Forecasting; Hyper parameter optimisation; Identification; Kalman filtering; Maximum likelihood; Signal processing; Unobserved components model

Indexed keywords

COMPUTER SIMULATION; DATA REDUCTION; KALMAN FILTERING; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; SIGNAL PROCESSING; STATISTICAL METHODS; TRANSFER FUNCTIONS;

DATA-BASED MECHANISTIC (DBM) MODELING; FIXED INTERVAL SMOOTHING; HYPER-PARAMETER OPTIMIZATION; UNOBSERVED COMPONENTS MODEL;

TIME SERIES ANALYSIS;

ESTIMATION METHOD; FORECASTING METHOD; IDENTIFICATION METHOD; INNOVATION; KALMAN FILTER; OPTIMIZATION; SMOOTHING; SOFTWARE; TIME DEPENDENT BEHAVIOR; TIME SERIES ANALYSIS; TRANSFER FUNCTION;

EID: 33846632419     PISSN: 13648152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.envsoft.2006.03.002     Document Type: Article

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