Time-varying forecasts by variational approximation of sequential Bayesian inference (Q5001109): Difference between revisions

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Latest revision as of 06:17, 26 July 2024

scientific article; zbMATH DE number 7372384
Language Label Description Also known as
English
Time-varying forecasts by variational approximation of sequential Bayesian inference
scientific article; zbMATH DE number 7372384

    Statements

    Time-varying forecasts by variational approximation of sequential Bayesian inference (English)
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    16 July 2021
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    time-varying forecasts
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    time-varying regression
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    time-varying variance
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    state space modelling of time-series
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    sequential Bayesian inference
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    variational Bayes
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    Kalman filter
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    Bayesian filtering
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