Kalman filter initialisation for integrated population modelling

Besbeas, Panagiotis and Morgan, Byron J. T. (2012) Kalman filter initialisation for integrated population modelling. Journal of the Royal Statistical Society: Series C (Applied Statistics), 61 (1). pp. 151-162. ISSN 0035-9254. (The full text of this publication is not available from this repository)

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Official URL
http://dx.doi.org/10.1111/j.1467-9876.2011.01012.x

Abstract

In integrated population modelling in ecology, where data from multiple surveys are analysed simultaneously, the Kalman filter may be used to approximate a component likelihood for a state space model of population count data.We evaluate a new method for initiating this Kalman filter, based on a stable age distribution. The new method is illustrated and compared with alternative approaches by application to data on the grey heron.The new method is simple to use, extends naturally to the case of multivariate time series of count data and performs well in a simulation study.

Item Type: Article
Uncontrolled keywords: Abundance data;Diffuse initialization;Exact initial Kalman filter;Grey heron;Joint likelihood;Mark;recapture–recovery data;Stable age distribution;State space model;Time series
Subjects: Q Science > QA Mathematics (inc Computing science)
Divisions: Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Byron Morgan
Date Deposited: 04 Oct 2012 16:00
Last Modified: 09 May 2014 10:28
Resource URI: http://kar.kent.ac.uk/id/eprint/31263 (The current URI for this page, for reference purposes)
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