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Automatic Identification and Forecasting of Structural Unobserved Components Models with UComp.

Diego J. Pedregal
Published in: J. Stat. Softw. (2022)
Keyphrases
  • automatic identification
  • multiresolution
  • experimental data
  • hidden variables
  • structural information
  • computer vision
  • feature vectors
  • probabilistic model
  • neural network model