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.
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Make `imu` class general to handle `p`-signals #193
As multivariate time series come into play, there needs to be a way to internally represents them. The best way forward is probably to generalize imu as it already has support for p signals. (albeit, with dependency requirements).
Linked to #192
Perhaps create a globally unifying class? Or maybe just cast as a ts object in R?
As multivariate time series come into play, there needs to be a way to internally represents them. The best way forward is probably to generalize
imu
as it already has support forp
signals. (albeit, with dependency requirements).Linked to #192
Perhaps create a globally unifying class? Or maybe just cast as a
ts
object in R?As of right now, we are stuck doing: