Full Bayesian analysis of double seasonal autoregressive models with real applications

DOI10.1080/02664763.2023.2211754MaRDI QIDQ6579828FDO

Authors Ayman A. Amin

Publication date 26 July 2024

Published in Journal of Applied Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• A comparison of univariate time series methods for forecasting intraday arrivals at a call center
• Bayesian Identification of Seasonal Autoregressive Models
• Bayesian Inference for Double Seasonal Moving Average Models: A Gibbs Sampling Approach
• Bayesian analysis of double seasonal autoregressive models
• Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
• Bayesian identification of double seasonal autoregressive time series models
• Bayesian inference for double SARMA models
• Bayesian subset selection for threshold autoregressive moving-average models
• Best Subset Selection of Autoregressive Models with Exogenous Variables and Generalized Autoregressive Conditional Heteroscedasticity Errors
• Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models
• Sensitivity to Prior Specification in Bayesian Identification of Autoregressive Time Series Models
• The Calculation of Posterior Distributions by Data Augmentation
• Triple seasonal methods for short-term electricity demand forecasting

This page was built for publication: Full Bayesian analysis of double seasonal autoregressive models with real applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579828)