Bayesian forecasting and dynamic models.
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Publication:676677
DOI10.1007/B98971zbMATH Open0871.62026OpenAlexW2151926297MaRDI QIDQ676677FDOQ676677
Authors: Mike West, Jeff Harrison 
Publication date: 19 March 1997
Published in: Springer Series in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/b98971
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Bayesian inference (62F15) Applications of statistics to economics (62P20) Foundations and philosophical topics in statistics (62A01) Inference from stochastic processes and prediction (62M20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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- Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models
- Dynamic Bayesian analysis of generalized odds ratios assuming multivariate skew-normal distribution for the error terms in the system equation
- Inference for the hyperparameters of structural models under classical and Bayesian perspectives: a comparison study
- Student's-\(t\) process with spatial deformation for spatio-temporal data
- Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models
- The value of news for economic developments
- A dynamic hierarchical Bayesian model for the estimation of day-to-day origin-destination flows in transportation networks
- A skew-normal dynamic linear model and Bayesian forecasting
- State space Markov switching models using wavelets
- Time-varying vector autoregressive models with stochastic volatility
- Particle learning for fat-tailed distributions
- Posterior mean and variance approximation for regression and time series problems
- Bayesian analysis of dynamic item response models in educational testing
- Sequential modeling, monitoring, and forecasting of streaming web traffic data
- Bayesian analysis of dynamic linear topic models
- On Smoothing Trends in Population Index Modeling
- Retrospective Bayesian outlier detection in INGARCH series
- Statistics in atmospheric science
- Functional time series approach for forecasting very short-term electricity demand
- On the long-run volatility of stocks
- Bayesian latent multi‐state modeling for nonequidistant longitudinal electronic health records
- Multivariate online regression analysis with heterogeneous streaming data
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach
- Bayesian forecasting with a regime-switching zero-inflated multilevel Poisson regression model: an application to adolescent alcohol use with spatial covariates
- Forecasting intra-individual changes of affective states taking into account inter-individual differences using intensive longitudinal data from a university student dropout study in math
- Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data
- Inference for stochastic kinetic models from multiple data sources for joint estimation of infection dynamics from aggregate reports and virological data
- A new filtering inference procedure for a GED state-space volatility model
- Optimizing pig marketing decisions under price fluctuations
- Probabilistic Forecasting and Bayesian Data Assimilation
- Second-order extended particle filter with exponential family observation model
- Bayesian non-parametric modeling for integro-difference equations
- A Bayesian hierarchical model for criminal investigations
- Dynamic regression models for time-ordered functional data
- Dynamic variable selection with spike-and-slab process priors
- Revisiting distributed lag models through a Bayesian perspective
- Optimal asset allocation with multivariate Bayesian dynamic linear models
- Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
- A scalable Bayesian nonparametric model for large spatio-temporal data
- Multivariate functional data modeling with time-varying clustering
- Bayesian emulation for multi-step optimization in decision problems
- Dynamic multiscale spatiotemporal models for Gaussian areal data
- Dynamic model-based clustering for spatio-temporal data
- On coupling particle filter trajectories
- Likelihood-free approximate Gibbs sampling
- State-space models for maxima precipitation
- General dependence structures for some models based on exponential families with quadratic variance functions
- Customized structural elicitation
- Structured expert judgement issues in a supply chain cyber risk management system
- Methods to compute prediction intervals: a review and new results
- Missing observation analysis for matrix-variate time series data
- Feasible parameter regions for alternative discrete state space models
- Automatic monitoring and intervention in multivariate dynamic linear models
- Graphical dynamic linear models: Specification, use and graphical transformations
- Bayesian Forecasting for Accident Proneness Evaluation
- Time series. Modeling, computation, and inference
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- Bayesian prediction of earthquake network based on space-time influence domain
- Characterising economic trends by Bayesian stochastic model specification search
- Mixtures of experts for understanding model discrepancy in dynamic computer models
- A dynamic linear model with extended skew-normal for the initial distribution of the state parameter
- Bayesian model selection of regular vine copulas
- Statistical Modeling for Spatio-Temporal Data From Stochastic Convection-Diffusion Processes
- Sequential state inference of engineering systems through the particle move-reweighting algorithm
- Spatially varying dynamic coefficient models
- An improved particle filtering-based approach for health prediction and prognosis of nonlinear systems
- A group analysis using the multiregression dynamic models for fMRI networked time series
- Studying the effective brain connectivity using multiregression dynamic models
- Modelling zero-inflated spatio-temporal processes
- Bayesian Computation in Dynamic Latent Factor Models
- Toward a multisubject analysis of neural connectivity
- The marginal likelihood of dynamic mixture models
- Parallel tempering for dynamic generalized linear models
- Emulator-assisted reduced-rank ecological data assimilation for nonlinear multivariate dynamical spatio-temporal processes
- A Bayesian analysis of moving average processes with time-varying parameters
- Automatic selective intervention in dynamic linear models
- On the sources of uncertainty in exchange rate predictability
- Flexible integro-difference equation modeling for spatio-temporal data
- Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the euro area
- Statistical inference for dynamical systems: a review
- A tractable state-space model for symmetric positive-definite matrices
- Comment on article by Windle and Carvalho
- Hellinger distance and non-informative priors
- Dynamic Bayesian beta models
- Monitoring Residual Autocorrelations in Dynamic Linear Models
- Decomposition of time series models in state-space form
- Monitoring and Adaptation in Bayesian Forecasting Models
- Space-time data fusion under error in computer model output: an application to modeling air quality
- Sequential Bayesian inference for static parameters in dynamic state space models
- A Comparison of the Characteristics of Some Bayesian Forecasting Models
- BAYESIAN ANALYSIS OF ECONOMETRIC TIME SERIES MODELS USING HYBRID INTEGRATION RULES
- Statistical process control and model monitoring
- Bayesian spatio-dynamic modeling in cell motility studies: learning nonlinear taxic fields guiding the immune response
- Bayesian dynamic probit models for the analysis of longitudinal data
- Observable trend-projecting state-space models
- An adaptive resampling scheme for cycle estimation
- Structured priors for multivariate time series
- Monitoring changes in exponential family models: a two-sided Bayesian decision approach
- Regression models for exceedance data: a new approach
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