query: What is the benefit of casting time series models to state space form? And why are they often estimated with Kalman filters?
positive_passages.docid: 24569
positive_passages.text: Why is forecasting of ARMA models performed by Kalman filter
negative_passages.docid: 28792
negative_passages.text: Storing time-series data, relational or non?
negative_passages.docid: 82413
negative_passages.text: forecast using arima models
negative_passages.docid: 64151
negative_passages.text: Time series with a sequence of zeros
negative_passages.docid: 146872
negative_passages.text: How to know if a time series is stationary or non-stationary?
negative_passages.docid: 116582
negative_passages.text: What exactly is the Box-Jenkins method for ARIMA processes?
negative_passages.docid: 32942
negative_passages.text: Skipping lags in autoregressive modeling?
negative_passages.docid: 69347
negative_passages.text: Fitting Methods in Arima
negative_passages.docid: 153050
negative_passages.text: Variation of Action with time coordinate variations
negative_passages.docid: 27836
negative_passages.text: Seeking certain type of ARIMA explanation
negative_passages.docid: 20848
negative_passages.text: Why use a certain measure of forecast error (e.g. MAD) as opposed to another (e.g. MSE)?
negative_passages.docid: 41518
negative_passages.text: Best method for short time-series
negative_passages.docid: 106358
negative_passages.text: How to make Kalman filter results equivalent to linear regression?
negative_passages.docid: 126763
negative_passages.text: Why exactly is the observed Fisher information used?
negative_passages.docid: 9357
negative_passages.text: Time series modeling with high-frequency data
negative_passages.docid: 97410
negative_passages.text: Deriving transition matrix from infinitesimal generator, continuous time Markov chain
negative_passages.docid: 147257
negative_passages.text: Motivation for Wigner phase space distribution