Name
Abstract | ||
|---|---|---|
Time series models are ubiquitous in science, arising in any situation where researchers seek to understand how a systemu0027s behaviour changes over time. A key problem in time series modelling is emph{inference}; determining properties of the underlying system based on observed time series. For both statistical and mechanistic models, inference involves finding parameter values, or distributions of parameters values, for which model outputs are consistent with observations. A wide variety of inference techniques are available and different approaches are suitable for different classes of problems. This variety presents a challenge for researchers, who may not have the resources or expertise to implement and experiment with these methods. PINTS (Probabilistic Inference on Noisy Time Series - this https URL is an open-source (BSD 3-clause license) Python library that provides researchers with a broad suite of non-linear optimisation and sampling methods. It allows users to wrap a model and data in a transparent and straightforward interface, which can then be used with custom or pre-defined error measures for optimisation, or with likelihood functions for Bayesian inference or maximum-likelihood estimation. Derivative-free optimisation algorithms - which work without harder-to-obtain gradient information - are included, as well as inference algorithms such as adaptive Markov chain Monte Carlo and nested sampling which estimate distributions over parameter values. By making these statistical techniques available in an open and easy-to-use framework, PINTS brings the power of modern statistical techniques to a wider scientific audience. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.5334/jors.252 | Journal of open research software |
DocType | Volume | Citations |
Journal | abs/1812.07388 | 0 |
PageRank | References | Authors |
0.34 | 0 | 7 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Clerx, M. | 1 | 1 | 1.38 |
| Martin Robinson | 2 | 7 | 3.07 |
| Ben Lambert | 3 | 0 | 0.34 |
| Chon Lok Lei | 4 | 0 | 0.34 |
| Sanmitra Ghosh | 5 | 0 | 0.68 |
| Gary R. Mirams | 6 | 84 | 9.30 |
| David Gavaghan | 7 | 213 | 30.44 |