Bayesian forecasting and dynamic models.
From MaRDI portal
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
Recommendations
Markov chain Monte Carlodiagnosticsmodel estimationretrospective time series analysistime series decompositiontime series dynamic linear models
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)
Cited In (only showing first 100 items - show all)
- A Bayesian paradigm for designing intrusion detection systems
- On particle methods for parameter estimation in state-space models
- Bayesian decision support for complex systems with many distributed experts
- Dynamic effects in inefficiency: evidence from the Colombian banking sector
- Dynamic Bayesian predictive synthesis in time series forecasting
- The seasonal forecast of electricity demand: a hierarchical Bayesian model with climatological weather generator
- Hyper-spherical and elliptical stochastic cycles
- Hyperparameter estimation in forecast models.
- Dynamic dependence networks: financial time series forecasting and portfolio decisions
- Dynamic logistic regression and dynamic model averaging for binary classification
- A bivariate space-time downscaler under space and time misalignment
- Hierarchical Gaussian graphical models: beyond reversible jump
- Dynamic Programming for Response-Adaptive Dose-Finding Clinical Trials
- Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing
- Dynamic quantile linear models: a Bayesian approach
- Particle filters for continuous likelihood evaluation and maximisation
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
- Searching multiregression dynamic models of resting-state fMRI networks using integer programming
- Sequential Bayesian model selection of regular vine copulas
- Regression models for time-varying extremes
- Particle learning and smoothing
- A simple hidden markov model for bayesian modeling with time dependent data
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
- Semiparametric Bayesian inference in smooth coefficient models
- Time-varying extreme pattern with dynamic models
- Learning and approximate inference in dynamic hierarchical models
- Forecasting in dynamic factor models using Bayesian model averaging
- A non-Gaussian family of state-space models with exact marginal likelihood
- Confronting model misspecification in macroeconomics
- A Bayesian regime-switching time-series model
- Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- ELICITING A DIRECTED ACYCLIC GRAPH FOR A MULTIVARIATE TIME SERIES OF VEHICLE COUNTS IN A TRAFFIC NETWORK
- Large time-varying parameter VARs
- Dynamic survival models with spatial frailty
- Time-varying combinations of predictive densities using nonlinear filtering
- Simulation-based sequential analysis of Markov switching stochastic volatility models
- Conditionally linear models for non-homogeneous spatial random fields
- Tracking epidemics with google flu trends data and a state-space SEIR model
- Embedding a state space model into a Markov decision process
- State space mixed models for binary responses with scale mixture of normal distributions links
- A dynamic nonstationary spatio-temporal model for short term prediction of precipitation
- Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
- Locally adaptive Bayes nonparametric regression via nested Gaussian processes
- Testing for integration using evolving trend and seasonals models: A Bayesian approach.
- Bayesian dynamic Dirichlet models
- An optimal investment and consumption model with stochastic returns
- Modeling temporal gradients in regionally aggregated California asthma hospitalization data
- Prediction in several conventional contexts
- A hierarchical Markov decision process modeling feeding and marketing decisions of growing pigs
- Modeling hourly ozone concentration fields
- Posterior consistency of Dirichlet mixtures for estimating a transition density
- Dynamic Linear Models with R
- Inferring causal impact using Bayesian structural time-series models
- A Bayesian nonparametric approach for time series clustering
- Achieving shrinkage in a time-varying parameter model framework
- Dynamic spatial Bayesian models for radioactivity deposition
- Title not available (Why is that?)
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics
- Particle filters and Bayesian inference in financial econometrics
- Partial Likelihood Inference For Time Series Following Generalized Linear Models
- GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models
- On dynamic generalized linear models with applications
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Stochastic volatility with leverage: fast and efficient likelihood inference
- Approximating Hidden Gaussian Markov Random Fields
- Bayesian models of brain and behaviour
- A general science-based framework for dynamical spatio-temporal models
- Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA
- On composite marginal likelihoods
- Hierarchical Bayesian models applied to air surveillance radars
- Mixed-effects state-space models for analysis of longitudinal dynamic systems
- Bayesian hierarchical space-time modeling of earthquake data
- Generalized spatial dynamic factor models
- Mixture estimation with state-space components and Markov model of switching
- Online linear and quadratic discriminant analysis with adaptive forgetting for streaming classification
- Call center arrival modeling: a Bayesian state-space approach
- Bayesian forecasting and dynamic models
- An approximate dynamic programming approach for sequential pig marketing decisions at herd level
- A Mode-Jumping Algorithm for Bayesian Factor Analysis
- Iterated filtering
- Extended dynamic generalized linear models: the two-parameter exponential family
- Multi-variate stochastic volatility modelling using Wishart autoregressive processes
- Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2
- Hierarchical spatially varying coefficient and temporal dynamic process models using \texttt{spTDyn}
- Factor stochastic volatility with time varying loadings and Markov switching regimes
- Bayesian forecasting with the Holt–Winters model
- 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
This page was built for publication: Bayesian forecasting and dynamic models.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q676677)
