Dynamic staged trees for discrete multivariate time series: forecasting, model selection and causal analysis

DOI10.1214/11-BA610zbMath1330.62337MaRDI QIDQ2634090

Guy Freeman, James Q. Smith

Publication date: 8 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1339612047

zbMATH Keywords

clusteringBayes factorsdiscrete timeforecastingDirichlet distributionBayesian model selectiongraphical modelsseriescausal inferencepower steady modelstaged treesmulti-process model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15) Applications of graph theory (05C90) Knowledge representation (68T30) Graphical methods in statistics (62A09) Applications of statistics (62Pxx)

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