Statistical Methods, Applications & Computing Group

⏳ Time Series Simulation

📓 "An Introduction to Time Series Analysis with R" is a text which is currently under development and aims at giving readers a general overview of the main aspects that characterise time series and the most common tools used for their analysis.

✈️ Computationally efficient implementation of the Allan variance.

Stochastic Calibration for Inertial Sensors

"A Tour of Time Series Analysis with R" (TTS) is a text that is aimed to provide better explanations for students investigating dependency within observations.

🔵 Exact Distributions and Performance of some Two-sample Nonparametric Tests for Circular Data

🔋 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 o…

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.

Multisignal GMWM estimation and model selection for IMU

📓 This book is currently under development and has been designed as a support for students who are following (or are interested in) courses that provide the basic knowledge to master "statistical programming" with R. Compiled textbook:

The objective of the repository is to provide a support for STAT 297: Statistical Programming Methods given at the Pennsylvania State University in Fall 2017. This course is intended to provide an introduction to statistical programming using the R language. Website:

Large files such as pdfs, images, videos, et cetera found on

Repository containing the source code for the SMAC Group website.

Experimental Features for Time Series

SMAC-Group Repository of R Data Packages

Static Documentation for R Packages

An implementation of the Panning Algorithm

Data sets used in various packages.