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Zeke Hausfather regarding Baselines and Buoys

Posted on 12 February 2017 by ecoquant

Zeke Hausfather at And Then There’s Physics regarding Baselines and Buoys.

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This entry was posted in American Meteorological Association, American Statistical Association, AMETSOC, anomaly detection, Anthropocene, Berkeley Earth Surface Temperature project, BEST, climate, climate data, climate zombies, denial, geophysics, global warming, Hyper Anthropocene, NOAA, oceanography. Bookmark the permalink.

← Ductless Minisplits in Blizzard, 2017-02-09

A new feature: Technical publications of the week →

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Kalman filtering and smoothing; dynamic linear models

Also, see datasets and R examples to accompany this excellent text.

I have used dlm almost exclusively, except when extreme efficiency was required. Since Jouni Helske's KFAS was rewritten, though, I'm increasingly drawn to it, because the noise sources it supports are more diverse than dlm's. KFAS uses the notation and approaches of Durbin, Koopman, and Harvey.

``The real problem is that programmers have spent far too much time worrying about efficiency in the wrong places and at the wrong times; premature optimization is the root of all evil (or at least most of it) in programming.''
Professor Donald Knuth, 1974
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