Time-varying forecasts by variational approximation of sequential Bayesian inference (Q5001109): Difference between revisions
From MaRDI portal
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)
0 references
16 July 2021
0 references
time-varying forecasts
0 references
time-varying regression
0 references
time-varying variance
0 references
state space modelling of time-series
0 references
sequential Bayesian inference
0 references
variational Bayes
0 references
Kalman filter
0 references
Bayesian filtering
0 references
0 references