Maximum Entropy Bootstrap for Time Series: The meboot R Package
Maximum Entropy Bootstrap for Time Series: The meboot R Package
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DOI：
10.18637/jss.v029.i05
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发表时间：
2009-01
影响因子：
5.8
通讯作者：
H. Vinod;Javier López-de-Lacalle
中科院分区：
文献类型：
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作者：
H. Vinod;Javier López-de-Lacalle
最大熵引导是一种为时间序列推断创建集合的算法。系统不需要平稳性，并且满足遍历定理和中心极限定理。meboot R包实现了这样的算法。本文档介绍了该程序，并通过几个指导应用程序说明了其范围。
The maximum entropy bootstrap is an algorithm that creates an ensemble for time series inference. Stationarity is not required and the ensemble satisfies the ergodic theorem and the central limit theorem. The meboot R package implements such algorithm. This document introduces the procedure and illustrates its scope by means of several guided applications.