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論文資訊
- 類型:已發表論文
- 日期:2025-08-07
摘要
Panel data arise when time series measurements are collected from multiple, dynamically independent but structurally related systems. Each system's time series can be modeled as a partially observed 馬可夫 process (POMP), and the ensemble of these models is called a PanelPOMP. If the time series are relatively short, 統計 inference for each time series must draw 資訊 from across the entire panel. The component systems in the panel are called units; model parameters may be shared between units or may be unit-specific. Differences between units may be of direct inferential interest or may be a nuisance for studying the commonalities. The R package panelPomp supports analysis of panel data via a general class of PanelPOMP models. This includes a suite of tools for manipulation of models and data tha
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