SSpace: A Toolbox for State Space Modeling
SSpace is a MATLAB toolbox for state space modeling. State space modeling is in itself a powerful and flexible framework for dynamic system modeling, and SSpace is conceived in a way that tries to maximize this flexibility. One of the most salient features is that users implement their models by cod...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2018-11-01
|
| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/2675 |
| _version_ | 1828179859243794432 |
|---|---|
| author | Marco A. Villegas Diego J. Pedregal |
| author_facet | Marco A. Villegas Diego J. Pedregal |
| author_sort | Marco A. Villegas |
| collection | DOAJ |
| description | SSpace is a MATLAB toolbox for state space modeling. State space modeling is in itself a powerful and flexible framework for dynamic system modeling, and SSpace is conceived in a way that tries to maximize this flexibility. One of the most salient features is that users implement their models by coding a MATLAB function. In this way, users have complete flexibility when specifying the systems, have absolute control on parameterizations, constraints among parameters, etc. Besides, the toolbox allows for some ways to implement either non-standard models or standard models with non-standard extensions, like heteroskedasticity, time-varying parameters, arbitrary nonlinear relations with inputs, transfer functions without the need of using explicitly the state space form, etc. The toolbox may be used on the basis of scratch state space systems, but is supplied with a number of templates for standard widespread models. A full help system and documentation are provided. The way the toolbox is built allows for extensions in many ways. In order to fuel such extensions and discussions an online forum has been launched. |
| first_indexed | 2024-04-12T05:36:40Z |
| format | Article |
| id | doaj.art-6e5e538738224749bdf527200801a839 |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-04-12T05:36:40Z |
| publishDate | 2018-11-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-6e5e538738224749bdf527200801a8392022-12-22T03:45:49ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602018-11-0187112610.18637/jss.v087.i051257SSpace: A Toolbox for State Space ModelingMarco A. VillegasDiego J. PedregalSSpace is a MATLAB toolbox for state space modeling. State space modeling is in itself a powerful and flexible framework for dynamic system modeling, and SSpace is conceived in a way that tries to maximize this flexibility. One of the most salient features is that users implement their models by coding a MATLAB function. In this way, users have complete flexibility when specifying the systems, have absolute control on parameterizations, constraints among parameters, etc. Besides, the toolbox allows for some ways to implement either non-standard models or standard models with non-standard extensions, like heteroskedasticity, time-varying parameters, arbitrary nonlinear relations with inputs, transfer functions without the need of using explicitly the state space form, etc. The toolbox may be used on the basis of scratch state space systems, but is supplied with a number of templates for standard widespread models. A full help system and documentation are provided. The way the toolbox is built allows for extensions in many ways. In order to fuel such extensions and discussions an online forum has been launched.https://www.jstatsoft.org/index.php/jss/article/view/2675state space modelsunobserved componentsarimaexponential smoothingkalman filtermatlab |
| spellingShingle | Marco A. Villegas Diego J. Pedregal SSpace: A Toolbox for State Space Modeling Journal of Statistical Software state space models unobserved components arima exponential smoothing kalman filter matlab |
| title | SSpace: A Toolbox for State Space Modeling |
| title_full | SSpace: A Toolbox for State Space Modeling |
| title_fullStr | SSpace: A Toolbox for State Space Modeling |
| title_full_unstemmed | SSpace: A Toolbox for State Space Modeling |
| title_short | SSpace: A Toolbox for State Space Modeling |
| title_sort | sspace a toolbox for state space modeling |
| topic | state space models unobserved components arima exponential smoothing kalman filter matlab |
| url | https://www.jstatsoft.org/index.php/jss/article/view/2675 |
| work_keys_str_mv | AT marcoavillegas sspaceatoolboxforstatespacemodeling AT diegojpedregal sspaceatoolboxforstatespacemodeling |