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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.
posted by JoeXIII007
on Jul 30, 2010 -
14 comments
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