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)
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(only showing first 100 items - show all)- Methods to compute prediction intervals: a review and new results
- A scalable Bayesian nonparametric model for large spatio-temporal data
- Revisiting distributed lag models through a Bayesian perspective
- 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
- Optimizing pig marketing decisions under price fluctuations
- A dynamic hierarchical Bayesian model for the estimation of day-to-day origin-destination flows in transportation networks
- Probabilistic Forecasting and Bayesian Data Assimilation
- Bayesian non-parametric modeling for integro-difference equations
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach
- 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
- Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
- State space Markov switching models using wavelets
- Optimal asset allocation with multivariate Bayesian dynamic linear models
- A Bayesian hierarchical model for criminal investigations
- Dynamic regression models for time-ordered functional data
- Likelihood-free approximate Gibbs sampling
- Dynamic variable selection with spike-and-slab process priors
- State-space models for maxima precipitation
- A skew-normal dynamic linear model and Bayesian forecasting
- Statistics in atmospheric science
- Functional time series approach for forecasting very short-term electricity demand
- Bayesian analysis of dynamic item response models in educational testing
- On the long-run volatility of stocks
- Bayesian latent multi‐state modeling for nonequidistant longitudinal electronic health records
- Posterior mean and variance approximation for regression and time series problems
- Inference for the hyperparameters of structural models under classical and Bayesian perspectives: a comparison study
- Sequential modeling, monitoring, and forecasting of streaming web traffic data
- 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
- Student's-\(t\) process with spatial deformation for spatio-temporal data
- Multivariate functional data modeling with time-varying clustering
- Bayesian forecasting with the Holt–Winters model
- Bayesian analysis of dynamic linear topic models
- Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models
- Bayesian emulation for multi-step optimization in decision problems
- Multivariate online regression analysis with heterogeneous streaming data
- Second-order extended particle filter with exponential family observation model
- On Smoothing Trends in Population Index Modeling
- Retrospective Bayesian outlier detection in INGARCH series
- The value of news for economic developments
- Dynamic multiscale spatiotemporal models for Gaussian areal data
- Dynamic model-based clustering for spatio-temporal data
- On coupling particle filter trajectories
- Particle learning for fat-tailed distributions
- Time-varying vector autoregressive models with stochastic volatility
- Local linear suppression for wireless sensor network data
- Using linear predictors to impute allele frequencies from summary or pooled genotype data
- A Bayesian Kriged Kalman Model for Short-Term Forecasting of Air Pollution Levels
- Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes
- The choice of sample size for mortality forecasting: a Bayesian learning approach
- Evaluating policies in risk-averse multi-stage stochastic programming
- A new look at state-space models for neural data
- Multivariate spatial regression models
- Evolutionary preference/utility functions: a dynamic perspective
- BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS
- A spatio-temporal downscaler for output from numerical models
- A skewed Kalman filter
- A Bayesian approach for improved pavement performance prediction
- Bayesian estimation of semiparametric nonlinear dynamic factor analysis models using the Dirichlet process prior
- A Bayesian tutorial for data assimilation
- Multivariate stochastic volatility with Bayesian dynamic linear models
- A heterogeneous Bayesian regression model for cross-sectional data involving a single observation per response unit
- Time series. Modeling, computation, and inference.
- Isoseparation and robustness in parametric Bayesian inference
- Feedback quality adjustment with Bayesian state‐space models
- Dynamic modeling of mean-reverting spreads for statistical arbitrage
- Bayesian semiparametric Wiener system identification
- On the Evaluation of the Information Matrix for Multiplicative Seasonal Time-Series Models
- An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models
- Modelling categorized levels of precipitation
- Multivariate discount weighted regression and local level models
- Bayesian non-parametric signal extraction for Gaussian time series
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
- An application of a two-level non-Gaussian state-space model in the analysis of longitudinal papilloma count data
- scientific article; zbMATH DE number 847277 (Why is no real title available?)
- Convergence of Discount Time Series Dynamic Linear Models
- Multiscale Bayesian state-space model for Granger causality analysis of brain signal
- Sparse covariance estimation in heterogeneous samples
- Particle Filtering for Partially Observed Gaussian State Space Models
- Bayesian inference in nonparametric dynamic state-space models
- Bayesian spatio-temporal models based on discrete convolutions
- Signal extraction and filtering by linear semiparametric methods
- Pairwise Likelihood Inference for General State Space Models
- Bound and convergence of the non-constant dynamic linear model
- A comparison of Bayesian models for daily ozone concentration levels
- Filtering the Wright-Fisher diffusion
- 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
- Dynamic Bayesian combination of multiple imperfect classifiers
- Computable infinite-dimensional filters with applications to discretized diffusion processes
- Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods
- Continuous elliptical and exponential power linear dynamic models
- Space-varying regression models: specifications and simulation
- A Spatiotemporal Model for Mexico City Ozone Levels
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