[R] EM algorithm for ARIMA models
mathias_m_93 at hotmail.com
Fri Nov 7 16:23:37 CET 2014
Hi there,I am working on a time series dataset with a lot of missing data (around60%).Specifically, I need to fit an ARIMA model to this data and I found thatExpectation-Maximization (EM) algorithm using Kalman filter could beusefull.Anyone know if already exist a package for this?Another approaches are usefull as well.
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