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3 papers
ScoreDrivenModels.jl: a Julia Package for Generalized Autoregressive Score Models
Guilherme Bodin, Raphael Saavedra, Cristiano Fernandes +1
Score-driven models, also known as generalized autoregressive score models, represent a class of observation-driven time series models. They possess powerful properties, such as th…
StateSpaceModels.jl: a Julia Package for Time-Series Analysis in a State-Space Framework
Raphael Saavedra, Guilherme Bodin, Mario Souto
StateSpaceModels.jl is an open-source Julia package for modeling, forecasting and simulating time series in a state-space framework. The package represents a straightforward tool t…
Full Optical Fiber Link Characterization with the BSS-Lasso
Raphael Saavedra, Pedro Tovar, Gustavo C. Amaral +1
Manipulation of the detected backscattered Rayleigh signal inside the bandwidth of a frequency-swept optical sub-carrier propagating into an optical fiber permits an efficient loca…