Gmwm

Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models.

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License

agpl-3.0

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Most Recent Commit

3 years ago

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Programming Languages > R

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Data Storage > Time Series

Libraries > Moment

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Project Name	Stars	Most Recent Commit	Open Issues	License	Language
Gmwm	19	3 years ago	68	agpl-3.0	R
Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models.
Scalding Taps	8	10 years ago		apache-2.0	Scala
Series of Taps for Scalding

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Gmwm ⭐ 19

most recent commit 3 years ago

Scalding Taps ⭐ 8

Series of Taps for Scalding

most recent commit 10 years ago

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