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Using a spatio-temporal dynamic state-space model with the EM algorithm to patch gaps in daily riverflow series
patch gaps daily riverflow series
2009/5/18
A spatio-temporal linear dynamic model has been developed for patching short gaps in daily river runoff series. The model was cast in a state-space form in which the state variable was estimated using...
A state space model-based method of seasonal adjustment
seasonal adjustment structural state space model-based method
2009/4/3
A structural state space model-based method of seasonal adjustment presents certain advantages to seasonally adjust time series.