Time-varying forecasts by variational approximation of sequential Bayesian inference (Q5001109)
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scientific article; zbMATH DE number 7372384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying forecasts by variational approximation of sequential Bayesian inference |
scientific article; zbMATH DE number 7372384 |
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Time-varying forecasts by variational approximation of sequential Bayesian inference (English)
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16 July 2021
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time-varying forecasts
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time-varying regression
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time-varying variance
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state space modelling of time-series
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sequential Bayesian inference
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variational Bayes
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Kalman filter
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Bayesian filtering
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