bsts (Q41502)
From MaRDI portal
Bayesian Structural Time Series
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | bsts |
Bayesian Structural Time Series |
Statements
17 January 2024
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Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) <doi:10.1504/IJMMNO.2014.059942>, among many other sources.
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