- Wenchao Yang
- Implementation and Visualization of Latent Time Series
- Statistics
Describe
your research
experience
Wenchao helped to develop an R package that is used to estimate time series parameters
This article describes the R package gmwm as it relates to contributions made to simulating and visualizing state-space models through the summer research fellowship grant. This R package makes available the Generalized Method of Wavelet Moments (GMWM) methodology for use in estimating time series parameters to the general public. Using this methodology enables researchers and engineers to estimate complex models that are a common occurrence within engineering and natural science. To facilitate ease of use, my work mainly focused on simulating latent time series data with C++ and rewriting all the graphical functions to visualize data. Future research will focus on building an interactive web application to further lower the threshold of use and extending the methodology from one-dimensional process to the two-dimensional case.
As one of the recipient's of OUR's Summer Undergraduate Research Fellowships (2015), the results of Wenchao's research can be found here.
