{"id":663,"date":"2022-09-06T08:49:49","date_gmt":"2022-09-06T07:49:49","guid":{"rendered":"https:\/\/blog.uclm.es\/diegopedregal\/?p=663"},"modified":"2022-09-06T08:49:49","modified_gmt":"2022-09-06T07:49:49","slug":"automatic-time-series-analytics-with-ucomp","status":"publish","type":"post","link":"https:\/\/blog.uclm.es\/diegopedregal\/2022\/09\/06\/automatic-time-series-analytics-with-ucomp\/","title":{"rendered":"Automatic time series analytics with UComp!"},"content":{"rendered":"<p>Last August, 17th my paper on automatic identification of Unobserved Components models was finally published at the Journal of Statistical Software (https:\/\/www.jstatsoft.org\/article\/view\/v103i09). The paper develops a methodology for running UC models without any prior assumptions. This methodology is implemented in UComp, a library written in several &#8216;languages&#8217;, like R, MATLAB\/Octave and Python. R users may install the package from CRAN, MATLAB\/Octave users may install it from GitHub (https:\/\/github.com\/djpedregal), Python users should contact me directly.<br \/>\nThere are many options to make a crafted manual estimation as well, with possibilities of automatic outliers identification, introduction of input variables, etc. Just have a go at it!<br \/>\nAny feedbacks are welcome!!<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Last August, 17th my paper on automatic identification of Unobserved Components models was finally published at the Journal of Statistical Software (https:\/\/www.jstatsoft.org\/article\/view\/v103i09). The paper develops a methodology for running UC models without any prior assumptions. This methodology is implemented in UComp, a library written in several &#8216;languages&#8217;, like R, MATLAB\/Octave and Python. R users may &hellip; <\/p>\n<p class=\"link-more\"><a href=\"https:\/\/blog.uclm.es\/diegopedregal\/2022\/09\/06\/automatic-time-series-analytics-with-ucomp\/\" class=\"more-link\">Continuar leyendo<span class=\"screen-reader-text\"> \u00abAutomatic time series analytics with UComp!\u00bb<\/span><\/a><\/p>\n","protected":false},"author":340,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3],"tags":[],"class_list":["post-663","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/posts\/663","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/users\/340"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/comments?post=663"}],"version-history":[{"count":0,"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/posts\/663\/revisions"}],"wp:attachment":[{"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/media?parent=663"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/categories?post=663"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/tags?post=663"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}