Model and estimator | Estimating tectonic velocities and crustal uplift | Trajectory model | Stochastic model | Example of estimation | Download a station from Nevada Geodetic Laboratory | Plot Station | Plot Northing component | Estimate models on station data | References

Build an arbitrary design matrix X | Example 1: White noise + AR(1) | Generate signal | Fit model | Monte Carlo simulation | Plot empirical distributions of estimated parameters | Compute empirical coverage of confidence intervals | Example 2: White noise + stationary power-law | Example 3: White noise + flicker

Build an arbitrary design matrix X | Example 1: White noise + AR(1) | Generate signal | Fit model | Monte Carlo simulation | Plot empirical distributions of estimated parameters | Compute empirical coverage of confidence intervals | Example 2: White noise + stationary power-law | Example 3: White noise + flicker

Download all available stations from NGL | Download one station | Extract GNSS position time series for the station | Extract equipment or software change steps | Extract earthquake steps | Plot GNSS position time series

Available models | Stochastic models | White noise | AR(1) | Power-law | Matérn | Random walk | Flicker | Reproducible generation | Composite models (sum of processes)

Example 1 (White noise + AR(1)) | Monte Carlo simulation | Example 2 (White noise + stationary powerlaw) | Example 3 (White noise + AR(1) + random walk)

Load packages | Define some functions for plotting | Estimate a small network in France | Load elevation data and create raster for plot | Plot estimated N-E velocities and associated uncertainty

Load the data | Plot estimated North/East velocities for all estimated stations | Zoom in the United States

Time Series Simulation | Time Series Analysis Tools | Hydrology dataset | Personal Savings dataset | Lynx Dataset | Sunspot Dataset | Nile River Flow Dataset | References

Simulated Data | Real IMU Data