Dynamic Generalized Linear Models and Bayesian Forecasting
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forecastingregressionexponential familyPoisson distributionspredictive distributionslinear Bayes methodsbionomialDynamic Bayesian modelsdynamic extensions of standard generalized linear modelsgeneralizations of the Kalman filter algorithmnonlinear non-normal time series
Bayesian inference (62F15) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Bayesian problems; characterization of Bayes procedures (62C10)
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(only showing first 100 items - show all)- Feasible parameter regions for alternative discrete state space models
- Dynamic Bayesian influenza forecasting in the United States with hierarchical discrepancy (with discussion)
- Claims reserving and generalised additive models
- scientific article; zbMATH DE number 4100406 (Why is no real title available?)
- scientific article; zbMATH DE number 472978 (Why is no real title available?)
- Dynamic generalized linear models and repeated measurements
- Bayesian inference and forecasting in the stationary bilinear model
- Efficient computation of the maximum a posteriori path and parameter estimation in integrate-and-fire and more general state-space models
- Exponential smoothing and non-negative data
- Exact Bayesian designs for count time series
- Modelling inflows into the Gariep Dam using Bayesian dynamic models: applications
- Dynamic latent class model averaging for online prediction
- Understanding the Ensemble Kalman Filter
- A family of multivariate non‐gaussian time series models
- Functional concurrent linear regression model for spatial images
- Dynamic logistic regression and dynamic model averaging for binary classification
- Dynamic Bayesian analysis of generalized odds ratios assuming multivariate skew-normal distribution for the error terms in the system equation
- Time series of count data: a review, empirical comparisons and data analysis
- Dynamic quantile linear models: a Bayesian approach
- Assessment of forecasts and forecast uncertainty using feneralized linear regression models for time series count data
- Dynamic latent space relational event model
- A comparison of an analytical approach and a standard simulation approach in Bayesian forecasting applied to monthly data from insurance of companies
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics
- Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach
- An algorithm for prior elicitation in dynamic Bayesian models for proportions with the logit link function
- Dynamic Bayesian combination of multiple imperfect classifiers
- Modelling time series of counts in epidemiology
- Inference of dynamic generalized linear models: on-line computation and appraisal
- Comparison of classical and Bayesian approaches for intervention analysis
- A skew-normal dynamic linear model and Bayesian forecasting
- Kalman filter with outliers and missing observations
- Parameter-driven state-space model for integer-valued time series with application
- A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
- A dynamic linear model with extended skew-normal for the initial distribution of the state parameter
- Recent developments in time series forecasting
- Local polynomial fitting in semivarying coefficient model
- A review of Bayesian dynamic forecasting models: applications in marketing
- Modeling seroadaptation and sexual behavior among HIV^+ study participants with a simultaneously multilevel and multivariate longitudinal count model
- Bayesian Forecasting of Many Count-Valued Time Series
- Smoothing non-Gaussian time series with autoregressive structure.
- Forecasting in dynamic factor models using Bayesian model averaging
- Second-order Bayesian revision of a generalised linear model
- Binomial time series analysis by a multiplicative DLM
- Assessing dynamic effects on a Bayesian matrix-variate dynamic linear model: an application to task-based fMRI data analysis
- A non-Gaussian family of state-space models with exact marginal likelihood
- Monte carlo filter using the genetic algorithm operators
- Signal extraction and knowledge discovery based on statistical modeling
- Likelihood and other approaches to prediction in dynamic models
- Applications of quasi-periodic oscillation models to seasonal small count time series.
- Bayesian forecasting
- Analytical uses of Kalman filtering in econometrics — A survey
- Optimal collapsing of mixture distributions in robust recursive estimation
- Efficient particle smoothing for Bayesian inference in dynamic survival models
- Multiresolution anomaly detection method for fractional Gaussian noise
- Simulation-based sequential analysis of Markov switching stochastic volatility models
- Dynamic Generalized Linear Models with Application to Environmental Epidemiology
- Finite population prediction under dynamic generalized linear models
- Transfer functions in dynamic generalized linear models
- Warped dynamic linear models for time series of counts
- Bayesian spatial and spatiotemporal models based on multiscale factorizations
- Kalman filtering and sequential Bayesian analysis
- scientific article; zbMATH DE number 2119840 (Why is no real title available?)
- Using capture-recapture data and hybrid Monte Carlo sampling to estimate an animal population affected by an environmental catastrophe
- Variable bandwidth selection in varying-coefficient models
- Testing cointegration relationship in a semiparametric varying coefficient model
- Parameter estimation of state space models for univariate observations
- A new method for assessing multivariate normality with graphical applications
- Modelling zero-inflated spatio-temporal processes
- Time series prediction using belief network models
- Forecasting with imperfect models, dynamically constrained inverse problems, and gradient descent algorithms
- Bayesian Computation in Dynamic Latent Factor Models
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach
- Spatial-temporal nonlinear filtering based on hierarchical statistical models
- Latent level correlation modeling of multivariate discrete-valued financial time series
- A Bayesian non-stationary heteroskedastic time series model for multivariate critical care data
- Bayes linear kinematics in a dynamic survival model
- Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data
- A new filtering inference procedure for a GED state-space volatility model
- Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target
- Modeling intensive polytomous time-series eye-tracking data: a dynamic tree-based item response model
- Fast smoothing in switching approximations of non-linear and non-Gaussian models
- Forecast bankruptcy using a blend of clustering and MARS model: case of US banks
- The STRAND chart: a survival time control chart
- Covariance matrix and transfer function of dynamic generalized linear models
- A state space formulation of Whittaker graduation, with extensions
- Harrison-Stevens Forecasting and the Multiprocess Dynamic Linear Model
- Wasserstein generative regression
- scientific article; zbMATH DE number 2200844 (Why is no real title available?)
- Dynamic approach to linear statistical calibration with an application in microwave radiometry
- On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression
- Bayesian Non-Parametric Factor Analysis for Longitudinal Spatial Surfaces
- Dynamic Mixture of Experts Models for Online Prediction
- A self-organizing state space model and simplex initial distribution search
- Mixture Markov regression model with application to mosquito surveillance data analysis
- Dynamic spatial Bayesian models for radioactivity deposition
- Dynamic Bayesian beta models
- Finding market structure by sales count dynamics -- multivariate structural time series models with hierarchical structure for count data
- Bayesian analysis of beta autoregressive moving average models
- A criterion for filtering in semimartingale models
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