About: Statistical State-Space Modeling via Kalman Filtration

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	https://www.novapublishers.com/catalog/product_info.php?products_id=28940
Description	We start with a brief review of the theory underlying the Kalman filter (KF) statistical modeling based on the state-space approach. We will stress the prediction error decomposition as a highly effective way of computing the likelihood function, useful when maximum likelihood estimate of certain structural parameters is attempted. Next, we will illustrate how the state-space modeling and KF can be useful for solving practical problems from interesting real-life applications. Firstly, the state-space approach and KF estimation will be shown as a tool for estimation of time-varying parameters describing radon concentrations in houses, based on two underlying differential equations summarizing the radon and tracer dynamics. Secondly, we will show how the Kalman filtration can be useful for estimation of underlying growth curve of small children. Further, we will consider also multivariate approach useful for individualized natural gas consumption modeling. We start with a brief review of the theory underlying the Kalman filter (KF) statistical modeling based on the state-space approach. We will stress the prediction error decomposition as a highly effective way of computing the likelihood function, useful when maximum likelihood estimate of certain structural parameters is attempted. Next, we will illustrate how the state-space modeling and KF can be useful for solving practical problems from interesting real-life applications. Firstly, the state-space approach and KF estimation will be shown as a tool for estimation of time-varying parameters describing radon concentrations in houses, based on two underlying differential equations summarizing the radon and tracer dynamics. Secondly, we will show how the Kalman filtration can be useful for estimation of underlying growth curve of small children. Further, we will consider also multivariate approach useful for individualized natural gas consumption modeling. (en)
Title	Statistical State-Space Modeling via Kalman Filtration Statistical State-Space Modeling via Kalman Filtration (en)
skos:prefLabel	Statistical State-Space Modeling via Kalman Filtration Statistical State-Space Modeling via Kalman Filtration (en)
skos:notation	RIV/67985807:_____/11:00347794!RIV12-AV0-67985807
http://linked.open...avai/riv/aktivita	Z
http://linked.open...avai/riv/aktivity	Z(AV0Z10300504)
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Brabec, Marek
http://linked.open.../riv/druhVysledku	C - Kapitola v knize
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav informatiky AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	232212
http://linked.open...ai/riv/idVysledku	RIV/67985807:_____/11:00347794
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	kalman filter; state-space; time-series model; prediction error decomposition; statistical estimation (en)
http://linked.open.../riv/klicoveSlovo	statistical estimation kalman filter prediction error decomposition state-space time-series model
http://linked.open...ontrolniKodProRIV	[E59E0EA03CEA]
http://linked.open...i/riv/mistoVydani	New York
http://linked.open...vEdiceCisloSvazku	Mathematics Research Developments
http://linked.open...i/riv/nazevZdroje	Kalman Filtering
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...v/pocetStranKnihy	385 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...UplatneniVysledku	2011
http://linked.open...iv/tvurceVysledku	Brabec, Marek
http://linked.open...n/vavai/riv/zamer	Informatika pro informační společnost: modely, algoritmy, aplikace
number of pages	34 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Nova Science Publishers
https://schema.org/isbn	978-1-61761-462-0

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