State-space models are models that use state variables to describe a system by a set of first-order differential or difference equations, rather than by one or more nth-order differential or difference equations. State variables x(t) can be reconstructed from the measured input-output data, but are not themselves measured during an experiment.
Questions tagged [state-space]
186 questions
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Error in predicting future values using UCM (Unobserved Components Model) in R
I'm using a Unobserved Components Model (rucm package )to predict future values using several independent variables.
Demand <- read.csv2("Demand.csv")
# e.g. sample(x = 800 : 15000, size =50)
Cars <- read.csv2("Cars.csv")
#e.g. sample(x = 500 :…
Marco_V
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Handle missing values with Stats Models Local Linear Trend model
I am using statsmodels to fit a Local Linear Trend state space model which inherits from the sm.tsa.statespace.MLEModel class using the code from the example in the…
Andrew Doherty
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Do we need to do differencing of exogenous variables before passing to exog argument of SARIMAX() from statsmodels in Python?
I am trying to build a forecasting model using SARIMAX in Python (regression with SARIMA errors) and require some guidance on how exogenous variables are handled in exog argument.
The default parameters is:
SARIMAX(endog, exog=None, order=(1, 0, 0),…
Thiago Ribas
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Kalman filter state equation with respect to dt (evolution of time)
I am implementing a kalman filter based on a paper. The state-space vector has 6 variables, as the state variable changes with the evaluation of time, and the paper also provides the differential equations of the variables with the evaluation of…
jaz
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scipy.integrate.solve_ivp diverges on a state space simulation well finished in MATLAB
I tried to simulate a state space model with MATLAB ode45, then I tried the same work in Python with scipy.integrate.solve_ivp. As it is obviously shown in this post pictures. Python simulation diverges for no good reason. The solvers message is…
Hamid Osooli
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How to add confidence intervals to MARSS package DFA factor loadings
I'm trying to add 95% confidence intervals to MARSS DFA analysis. My code
library(MARSS) ## version 3.10.12
library(dplyr)
library(tidyr)
library(ggplot2)
data(lakeWAplankton, package = "MARSS")
all_dat <- lakeWAplanktonTrans
yr_frst <-…
Scott
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How to set coordinates as a state space (range) for use in Q-table?
Suppose I have a class Player that i want to use as my agent.I want all the coordinates possible in my environment to be my state space In my environment, I want to use the coordinates of the player as my state.How should I go about setting my…
Cravan PZ
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How do I set up a state space for q-learning?
This is apparently very obvious and basic, because I can't find any tutorials on it, but how do I set up a state space for a q-learning environment?
If I understand correctly, every state needs to be associated with a single value, right? If so,…
RichKat
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Estimation of a state-space model with lags in the measurement equation in R
I'm trying to estimate an SS model from this paper that has the following form:
Setting the order of the first lag polynomial to zero and the second one to one, we can reformulate it using terms from the MARSS package guide when applicable (x is…
Samvel Avakyan
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Finding angular velocity and velocity from angle and distance
I have coordinater turn model (CT) and I need to be able to find the angular velocity (w) and velocity (v) from recorded data. However I can't seem to figure out how to derive the velocity from the data. The problem formulation is as follows:
As…
JakobVinkas
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A-star (A*) with "correct" heuristic function and without negative edges
In A* heuristic there is a step that updates value of the node if better route to this node was found. But what if we had no negative edges and correct heuristic function (goal-aware, safe and consistent). Is it true that updating will no longer be…
eXPRESS
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N-puzzle problem using A-star search algorithm
I am making a n-puzzle solver for my Artificial Intelligence class using A* in Python. The problem I have with my solution is , that the solve_puzzle() is not working as it should. While searching through the nodes it gets just deeper and deeper,…
Erien
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Error while solving State space equations using ode45
My code should output me a column vector of X at the end of the program.I'm getting a lot of errors.
Please help!
clc;
clear;
t0=0;
tend=.001;
T=[t0 .00005];
T1=[.00005 tend];
temp=1;
X(:,1) = [0;0;0;0];
for…
hinata exc
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What could be a good state space for dogs locating problem?
Suppose that we have a M*N maze and some and there are K dogs in different cells of this mase looking for their houses (their unique houses are also located in some cell in the maze). in each step, all of the dogs can stay at their location or move…
K.N
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How to Decompose and Visualise Slope Component in Tensorflow Probability
I'm running tensorflow 2.1 and tensorflow_probability 0.9. I have fit a Structural Time Series Model with a seasonal component. I am using code from the Tensorflow Probability Structural Time Series Probability example:
Tensorflow Github.
In the…
Andrew Doherty
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