Dynamic Linear Modelling
July 30, 2010 8:04 AM Subscribe
It has applications in Economics, Biology, Pharmaceuticals, and is rooted in State Space Modeling, which with Kalman Filtering (paper, breakdown [warning: long]) was used in the Apollo program. Dynamic Linear Models are gaining in popularity. There exists an R package, and both a short doc and a really great (read: worth buying) book (sorry, not a download, but here's chapter 2) by Giovanni Petris, Sonia Petrone, and Patrizia Campagnoli with its own little website.
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