Hierarchical dynamic modelling for individualized Bayesian forecasting

DOI10.1093/JRSSSC/QLAD002MaRDI QIDQ6662854zbMATH OpenFDO

Authors Anna K. Yanchenko, Di Daniel Deng, Jinglan Li, Andrew Cron, Mike West

Publication date 14 January 2025

Published in Journal of the Royal Statistical Society. Series C. Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/JRSSSC/QLAD002

zbMATH Keywords

Bayesian state space modelsbig dynamic datacommercial forecasting systemsdecouple/recouplemulti-scale hierarchical modelspersonalized marketing

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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