Aruoba-Diebold-Scotti Business Conditions Index -- 3

Closed Posted Oct 16, 2015 Paid on delivery
Closed Paid on delivery

I want to replicate the methods used in Aruoba-Diebold-Scotti Business Conditions Index. The website is [url removed, login to view]

It's an application of Kalman filter method and deal with multifrequency data and flow and stock data.

I've done the whole system already, however the system doesn't work well, and the parameters are unstable and smoothed latent factor doesn't seem to make sense.

It's about the algorithm of Kalman filter and optimization. In the Kalman filter plant.
I've posted a description of the problem.
So I'm looking for someone who is familiar with the inside of the algorithms to trouble-shooting any flaws inside my programs. If you are the right person, let's work together on it!!!

Algorithm Data Processing Matlab and Mathematica Research Statistics

Project ID: #8701788

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2 proposals Remote project Active Nov 26, 2015

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