cts: An R package for continuous time autoregressive models via Kalman filter

Mathematics

• Continuous-time Model 100%
• Kalman Filter 98%
• Forecasting 90%
• Model Checking 90%
• Autoregressive Model 86%
• Spectral Analysis 82%
• Smoothing 72%
• Parameter Estimation 72%
• Time series 71%
• Form 32%

Engineering & Materials Science

• Model checking 84%
• Spectrum analysis 81%
• Parameter estimation 73%
• Kalman filters 73%
• Time series 68%

Business & Economics

• Kalman Filter 94%
• Autoregressive Model 90%
• Continuous Time 79%
• Spectral Analysis 29%
• Model Checking 29%
• Parameter Estimation 22%
• Smoothing 21%