Category Archives: Durbin and Koopman

Phase Plane plots of COVID-19 deaths with uncertainties

Posted on 30 October 2020 by

I. Introduction. It’s time to fulfill the promise made in “Phase plane plots of COVID-19 deaths“, a blog post from 2nd May 2020, and produce the same with uncertainty clouds about the functional trajectories(*). To begin, here are some assumptions … Continue reading →

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Posted in American Statistical Association, Andrew Harvey, anomaly detection, count data regression, COVID-19, dependent data, dlm package, Durbin and Koopman, dynamic linear models, epidemiology, filtering, forecasting, Kalman filter, LaTeX, model-free forecasting, Monte Carlo Statistical Methods, numerical algorithms, numerical linear algebra, population biology, population dynamics, prediction, R, R statistical programming language, regression, statistical learning, stochastic algorithms | Tagged | Leave a comment