Multivariate time series analysis from a Bayesian machine learning perspective
Jinwen Qiu, S. Rao Jammalamadaka, Ning Ning
Topics & Concepts
Multivariate statisticsUnivariateBayesian probabilityAutoregressive integrated moving averageAutoregressive modelTime seriesSeries (stratigraphy)Computer scienceStatisticsBayesian multivariate linear regressionArtificial intelligenceBayesian inferenceMachine learningRegression analysisMathematicsData miningBiologyPaleontologyTime Series Analysis and ForecastingStock Market Forecasting MethodsComplex Systems and Time Series Analysis