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System identification, time series analysis and forecasting: The Captain Toolbox handbook.

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System identification, time series analysis and forecasting: The Captain Toolbox handbook. / Pedregal, Diego J.; Taylor, C. James; Young, Peter C.
Lancaster: Lancaster University, 2007. 273 p.

Research output: Book/Report/ProceedingsOther report

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@book{ed00cd7fe6d64bcdbe7269adacec1d41,
title = "System identification, time series analysis and forecasting: The Captain Toolbox handbook.",
abstract = "CAPTAIN is a MATLAB compatible toolbox for non stationary time series analysis, system identification, signal processing and forecasting, using unobserved components models, time variable parameter models, state dependent parameter models and multiple input transfer function models. CAPTAIN also includes functions for true digital control.",
author = "Pedregal, {Diego J.} and Taylor, {C. James} and Young, {Peter C.}",
year = "2007",
language = "English",
publisher = "Lancaster University",

}

RIS

TY - BOOK

T1 - System identification, time series analysis and forecasting

T2 - The Captain Toolbox handbook.

AU - Pedregal, Diego J.

AU - Taylor, C. James

AU - Young, Peter C.

PY - 2007

Y1 - 2007

N2 - CAPTAIN is a MATLAB compatible toolbox for non stationary time series analysis, system identification, signal processing and forecasting, using unobserved components models, time variable parameter models, state dependent parameter models and multiple input transfer function models. CAPTAIN also includes functions for true digital control.

AB - CAPTAIN is a MATLAB compatible toolbox for non stationary time series analysis, system identification, signal processing and forecasting, using unobserved components models, time variable parameter models, state dependent parameter models and multiple input transfer function models. CAPTAIN also includes functions for true digital control.

M3 - Other report

BT - System identification, time series analysis and forecasting

PB - Lancaster University

CY - Lancaster

ER -