| References: |
| 1) Genshiro Kitagawa, Self-organizing state space model, Journal of the American Statistical Association, Vol.93, No.443, 1203--1215, 1998. 2) Tomoyuki Higuchi and Genshiro Kitagawa, Knowledge discovery and Self-organizing state space model, IEICE Transaction on Information and Systems, Vol. E83-D, No. 1, 36--43, 2000. |
| NECESSARY C programs |
| 1) mainSOSSM.c --- main program 2) SOSSM.c ---- user defiend program code 3) mcfbase.c ---- basic routines for Monte Carlo computation 4) ssm.c ---- basic routines for state space modeling |
| Additional C program |
| *) ckruni.c ---- checking program for a random number generator function
in C, runi() |
| COMPILE: |
| %cc mainSOSS.c -lm -o SOSSM.out |
| USAGE: |
| %SOSSM.out input.dat output.dat ex. input.dat ==> SOSSMtest.dat output.dat ==> SOSSMout.dat |
| RECOMMENDATION: |
| Range of data should be normalized to be around +-5. |