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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- 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
- Space-varying regression models: specifications and simulation
- A reparametrization approach for dynamic space-time models
- An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models
- Modelling categorized levels of precipitation
- A spatio-temporal downscaler for output from numerical models
- Convergence of Discount Time Series Dynamic Linear Models
- Dynamic modeling of mean-reverting spreads for statistical arbitrage
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
- Dynamic Bayesian combination of multiple imperfect classifiers
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics
- A Bayesian Kriged Kalman Model for Short-Term Forecasting of Air Pollution Levels
- Feedback quality adjustment with Bayesian state‐space models
- A heterogeneous Bayesian regression model for cross-sectional data involving a single observation per response unit
- Isoseparation and robustness in parametric Bayesian inference
- Bayesian spatio-temporal models based on discrete convolutions
- Bayesian inference in nonparametric dynamic state-space models
- A Spatiotemporal Model for Mexico City Ozone Levels
- Forecasting for some stochastic process models related to sow farm management
- Using state-space model with regime switching to represent the dynamics of facial electromyography (EMG) data
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- Bound and convergence of the non-constant dynamic linear model
- A comparison of Bayesian models for daily ozone concentration levels
- A Bayesian approach for improved pavement performance prediction
- Multivariate discount weighted regression and local level models
- Particle Filtering for Partially Observed Gaussian State Space Models
- Time series. Modeling, computation, and inference.
- A new look at state-space models for neural data
- Stationary state space models for longitudinal data
- Embedding population dynamics models in inference
- Using capture-recapture data and hybrid Monte Carlo sampling to estimate an animal population affected by an environmental catastrophe
- Multivariate spatial regression models
- Bayesian non-parametric signal extraction for Gaussian time series
- Spatially varying SAR models and Bayesian inference for high-resolution lattice data
- Comparison of the performance of particle filter algorithms applied to tracking of a disease epidemic
- A skewed Kalman filter
- Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes
- Using linear predictors to impute allele frequencies from summary or pooled genotype data
- Evolutionary preference/utility functions: a dynamic perspective
- Filtering the Wright-Fisher diffusion
- Estimation of parameterized spatio-temporal dynamic models
- Computable infinite-dimensional filters with applications to discretized diffusion processes
- BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS
- Multivariate stochastic volatility with Bayesian dynamic linear models
- Continuous elliptical and exponential power linear dynamic models
- Joint modeling of multiple time series via the beta process with application to motion capture segmentation
- Assessing the risk of rising temperature on brook trout: a spatial dynamic linear risk model
- A spatio-temporal dynamic regression model for extreme wind speeds
- On computational aspects of Bayesian spatial models: influence of the neighboring structure in the efficiency of MCMC algorithms
- Local linear suppression for wireless sensor network data
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