Multivariate time series analysis from a Bayesian machine learning perspective

DOI10.1007/s10472-020-09710-6zbMath1465.62101OpenAlexW3083499868MaRDI QIDQ2023869

Ning Ning, Jinwen Qiu, Sreenivasa Rao Jammalamadaka

Publication date: 3 May 2021

Published in: Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/3h01j038

zbMATH Keywords

predictionmultivariate analysisBayesian inferencefeature selectionstructural time series

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05) Statistical ranking and selection procedures (62F07)

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