Lecture

Structural Modelling and the Kalman Filter: Time Series

Description

This lecture covers structural modelling in time series, including trend, cyclical, seasonal, and irregular components. It delves into the mathematical mechanisms to model these components, as well as the Kalman filter for prediction and estimation in state space modelling.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.