[R] Help re. Fitting non-linear dynamic model to time series data
Ciaran Roberts
ciaranroberts at hotmail.com
Mon Dec 22 21:14:07 CET 2014
Hey I'm trying to fit the non-linear dynamical model as shown in the
image to some time series data. The idea is also to utilize k-fold cross
validation to estimate the prediction error. The term Po will be
assumed to be constant over a certain timer period and will have to be
estimated for each time period.
I have extensive experience coding but limited experience in R. I
understand what I'm trying to do but am unfamiliar with the packages or
how to fit the model and utilize k-fold cross validation, especially
for time series data.
Any help/guidance would be really appreciated.
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