Bayesian forecasting for time series of categorical data

DOI10.1002/FOR.2426MaRDI QIDQ4687603zbMATH OpenOpenAlexFDO

Authors Jean-François Angers, Atanu Biswas, Raju Maiti

Publication date 12 October 2018

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/for.2426

zbMATH Keywords

Dirichlet priorthinning operatorcoherent forecastingfrequentist's forecastinginfant sleep statusPegram's operator

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(3)

• Bayesian comparative study on binary time series
• Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian Dynamic Models
• Time series analysis of categorical data using auto-mutual information

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