Then Rusch introduced the new AI model called Oscillatory State-Space Model.He starts by explaining the concept of oscillations (e.g., the dynamics of a mass-spring system) and their deep ...

Automatic State Space Model Selection . The STATESPACE procedure is designed to automatically select the best state space model for forecasting the series. ... The remainder of Figure 18.4 shows the ...

where e t is a sequence of independent multivariate normal random vectors with mean 0 and variance matrix ;B is the backshift operator (Bx t = x t-1); and are matrix polynomials in B; and x t is the ...