State Space Model

Intermediate

Models time evolution via hidden states.

Full Definition

Models time evolution via hidden states.

Keywords

latent dynamics

Domains

Time Series

Related Terms

Kalman Filter related to

Optimal estimator for linear dynamic systems.

 Particle Filter related to

Monte Carlo method for state estimation.

 Seasonality related to

Repeating temporal patterns.

 Trend Component related to

Persistent directional movement over time.

 Time Series related to

Sequential data indexed by time.

 Forecasting related to

Predicting future values from past observations.

 ARIMA related to

Classical statistical time-series model.

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See how State Space Model connects to other concepts.

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