Predicting the present with Bayesian structural time series.
Steven L. ScottHal R. VarianPublished in: Int. J. Math. Model. Numer. Optimisation (2014)
Keyphrases
- dynamic time warping
- bayesian networks
- structural information
- data driven
- non stationary
- stock market
- bayesian learning
- posterior probability
- posterior distribution
- financial time series
- box jenkins
- database
- bayesian decision
- abnormal patterns
- quasi periodic
- bayesian analysis
- structural analysis
- decision theory
- temporal patterns
- bayesian inference
- maximum likelihood
- image segmentation