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Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models.
:battery: This package is meant to serve as a data collection tool for IMU data. This data can be used as a means to assess and test methods designed to analyse IMU error signals (i.e. long and complex autocorrelated signals). An example method used for this kind of data is implemented in the GMWM R package which can also model the latent models that often characterize this data.
:hourglass_flowing_sand: Time Series Tools R package provides a series of tools to simulate, plot, estimate, select and forecast different time series models.
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