Time Series Lab
Find the Signal in Your Time Series.
Time Series Lab Articles
The Time Series Lab - Article Series are a collection of articles dedicated to research performed with Time Series Lab software. The scope of the series includes the analysis and forecasting of a wide range of time series in fields including economics, finance, sports, climatology, biology, and health science.
Please contact us if you find a contribution is missing.
Time Series Lab should be cited whenever it is used. For the State Space Edition:
Lit, R., S.J. Koopman, and A.C. Harvey (2021), Time Series Lab - State Space Edition: https://timeserieslab.com.
Dynamic Score Edition:
Lit, R., S.J. Koopman, and A.C. Harvey (2019-2021), Time Series Lab: https://timeserieslab.com.
Sports Statistics Edition:
Lit, R. (2019-2020), Time Series Lab - Sports Statistics Edition: https://timeserieslab.com.
October 5, 2020
By Paolo Gorgi, Siem Jan Koopman, and Rutger Lit
August 25, 2020
By Andrew Harvey and Paul Kattuman
June 8, 2020: Updated version
By Rutger Lit
May 18, 2020
By Andrew Harvey and Rutger Lit
May 11, 2020
By Rutger Lit and Siem Jan Koopman