I: Introduction to State Space Modeling. - 1. The SSATS algorithm and subspace methods. - 2. A guide to state space modeling of multiple time series. - II: Applications of State Space Algorithm. - 1. Evaluating state space forecasts of soybean complex prices. - 2. A state space model of monthly US wheat prices. - 3. Managing the heard: price forecasts for California cattle production. - 4. Labor market and cyclical fluctuations. - 5. Modeling cointegrated processes by a vector-valued state space algorithm. - 6. A method for identification of combined deterministic stochastic systems. - 7. Competing exchange rate models. - 8. Application of state-space models to ocean climate varibility in the northeast pacific ocean. - III: Applications of Neural Networks. - 1. On the equivalence between ARMA models and simple recurrent neural networks. - 2. Forecasting stock market indicies with recurrent neural networks. Language: English