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Decomposition of a time series using the Kalman Filter

Posted: Tue Dec 03, 2013 6:26 am
by Paccione
I am new to this topic, and I need a guide to help me in the decomposition of statistical series in a cyclical , trend and irregular component.

Re: Decomposition of a time series using the Kalman Filter

Posted: Tue Dec 03, 2013 11:21 am
by trubador