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Overview

This repository provides R Source codes to reproduce numerical experiments in the following arXiv preprint:

@article{okuno2023forecasting,
    year      = {2023},
    publisher = {CoRR},
    volume    = {},
    number    = {},
    pages     = {},
    author    = {Akifumi Okuno and Yuya Morishita and Yoh-ichi Mototake},
    title     = {Forecasting of the development of a partially-observed dynamical time series with the aid of time-invariance and linearity},
    journal   = {arXiv preprint arXiv:2306.16593}
}

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Autoregressive with slack time series model

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