ARMA Time-Series Modeling with Graphical Models
Bo ThiessonDavid Maxwell ChickeringDavid HeckermanChristopher MeekPublished in: CoRR (2012)
Keyphrases
- graphical models
- belief propagation
- random variables
- probabilistic model
- probabilistic graphical models
- probabilistic inference
- structure learning
- approximate inference
- bayesian networks
- conditional random fields
- map inference
- structural learning
- moving average
- factor graphs
- markov networks
- belief networks
- graph structure
- message passing
- non stationary
- arma model
- chain graphs
- gaussian graphical models
- conditional independence
- autoregressive
- influence diagrams
- first order logic