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Fast Gibbs sampling for the local and global trend Bayesian exponential smoothing model.
Xueying Long
Daniel F. Schmidt
Christoph Bergmeir
Slawek Smyl
Published in:
CoRR (2024)
Keyphrases
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gibbs sampling
exponential smoothing
prior knowledge
probabilistic model
markov chain
em algorithm
prediction model
neural network
genetic algorithm
bayesian networks
training set
maximum likelihood
parameter estimation
posterior probability
bayesian inference
autoregressive integrated moving average