A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 3 Home / Browse S / State Space Model State Space Model Intermediate EN Share Print Models time evolution via hidden states. AdvertisementAd space — term-top Definition Full Definition Models time evolution via hidden states. Keywords latent dynamics Domains Time Series Related Terms Kalman Filter related to Optimal estimator for linear dynamic systems. Particle Filter related to Monte Carlo method for state estimation. Seasonality related to Repeating temporal patterns. Trend Component related to Persistent directional movement over time. Time Series related to Sequential data indexed by time. Forecasting related to Predicting future values from past observations. ARIMA related to Classical statistical time-series model.