univariate time series modelestimationGibbs samplingmodel discriminationThis article describes the use of Bayesian methods in the statistical analysis of time series. The use of Markov chain Monte Carlo methods has made even the more complex time series models amenable to Bayesian analysis. Models ...
Time series analysis is concerned with modeling the dependency among elements of a sequence of temporally related variables. To succeed in this course, you should be familiar with calculus-based probability, the principles of maximum likelihood estimation, and Bayesian inference. You will learn how to...
Likelihood Analysis of Non-Gaussian Measurement Time Series SUMMARY In this paper we provide methods for estimating non-Gaussian time series models. These techniques rely on Markov chain Monte Carlo to carry out sim... N Shephard,MK Pitt - 《Biometrika》 被引量: 1396发表: 1997年 Bayesian analy...
This dissertation introduces new simulation-based analysis approaches, including both sequential and off-line learning algorithms, for various Bayesian time series models. We provide a Markov Chain Monte Carlo (MCMC) method for an autoregressive (AR) model with innovations following exponential power dist...
For example, a change in the level and/or variance of the unemployment series is of interest to actuaries, because its movement can explain a changing pattern of lapse rates of incidence rates. Our Bayesian analysis, based on models developed by McCulloch and Tsay (1993, 1994), allows for...
Bayesian analysis of time series (BATS): supplied with the book: Pole, A., M. West and J. Harrison, 1994 (Chapman and Hall, London and New York). List price $59.95. Requirements: IBM PC compatible: MS-DOS 3.0 updated. 2Mb of free disk space. A maths co-processor is advisable. ...
Time-series operators Watch bayes: prefix for fitting Bayesian regressions. Watch Graphical user interface for Bayesian analysis in Stata. Classes of models Linear regression Nonlinear regression Multivariate regression Multivariate nonlinear regression Generalized linear models Generalized nonlinear mode...
5———. 2011. Threshold models in time series analysis—30 years on. Statistics and Its Inference 4: 107–118. https://dx.doi.org/10.4310/SII.2011.v4.n2.a1. 相关链接 >>Stata—数据统计分析软件包 北京友万信息科技有限公司,专注分享商业数据分析、金融数据分析、应用统计分析、知识图谱、机器...
Short-Term Traffic Flow Forecasting: An Experimental Comparison of Time-Series Analysis and Supervised Learning The literature on short-term traffic flow forecasting has undergone great development recently. Many works, describing a wide variety of different approach... Lippi,M.,Bertini,... - 《Intel...
(2003). Single-case time series with Bayesian analysis: A practioner's guide. Measurement & Evaluation in Counseling & Development, 36, 28-39.Jones, W. P. (2003). Single-case time series with bayesian analysis: A practioner's guide. Measurement and Evaluation in Counseling and Development, ...