A skew-normal dynamic linear model and Bayesian forecasting.
Reinaldo Boris Arellano-ValleJavier E. Contreras-ReyesFreddy Omar López QuinteroAbel ValdebenitoPublished in: Comput. Stat. (2019)
Keyphrases
- linear model
- least squares
- regression model
- mixed effects
- linear models
- linear transformations
- nonlinear models
- regression trees
- bayesian networks
- linear transformation
- short term
- prediction model
- statistical models
- additive model
- decision trees
- statistical model
- dynamic environments
- high dimensional
- three dimensional