Advances in State-Space Modeling of Time Series
A special issue of Stats (ISSN 2571-905X).
Deadline for manuscript submissions: closed (31 December 2023) | Viewed by 2594
Special Issue Editors
Interests: state-space models; Kalman filtering; linear models; time series analysis; environmental statistics; data analysis; distribution-free estimation
Special Issues, Collections and Topics in MDPI journals
Interests: time series analysis; statistical modeling; state-space models; statistical inference; data analysis; count data; environmental statistics
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
It is our pleasure to announce a Special Issue on “Advances in State-Space Modeling of Time Series”.
The aim of this Special Issue is to provide a focus on recent advances in the field of time-series analysis and forecasting by state-space modeling.
This Issue welcomes original contributions to all aspects on the state-space modeling approach to time-series analysis and forecasting, including modeling, parameters estimation, data assimilation models and forecasting in real problems.
Special Issue topics include (but are not limited to):
- Distribution-free inference for state-space models;
- Outliers in state-space modeling;
- Non-linear state-space models for time series;
- Filtering methods for time series;
- High-dimensional state-space modelling;
- Change-point detection for state-space models;
- Data assimilation approach and state-space models;
- Forecasting by state-space models in real problems.
Dr. Marco André da Silva Costa
Dr. Magda Sofia Valério Monteiro
Guest Editors
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Stats is an international peer-reviewed open access quarterly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- time-series analysis
- state-space models
- Kalman filter
- linear and nonlinear models
- inference in state-space models
- outliers in time series
- filtering and smoothing
- forecasting
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