Bayesian Estimation and Forecasting of Time Series in statsmodels.
Chad FultonPublished in: SciPy (2022)
Keyphrases
- bayesian estimation
- weather forecasting
- financial time series
- forecasting accuracy
- arma model
- box jenkins
- exponential smoothing
- blur identification
- stock market
- posterior distribution
- short term
- forecasting model
- multivariate time series
- arima model
- autoregressive
- stock price
- chaotic time series
- hidden variables
- support vector regression
- co occurrence
- garch model
- missing data
- parameter estimation