The Stanford-developed ReFIT (or Recalibrated Feedback Intention-Trained Kalman filter) algorithm harnesses this with a silicon chip which is implanted into the brain of the subject and records ...

The mink-muskrat series are detrended. Refer to Harvey (1989) for details of this data set. Since this EM algorithm uses filtering and smoothing, you can learn how to use the KALCVF and KALCVS calls ...