Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models

DOI10.1080/03610926.2022.2043379OpenAlexW4214649754MaRDI QIDQ6096192

Ayman A. Amin

Publication date: 11 September 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2043379

zbMATH Keywords

posterior analysismultiple seasonalityhourly electricity loadTSAR models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• A First Course in Bayesian Statistical Methods
• Bayesian inference for double SARMA models
• Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models
• Bayesian identification of double seasonal autoregressive time series models
• Bayesian Inference for Double Seasonal Moving Average Models: A Gibbs Sampling Approach
• Sensitivity to Prior Specification in Bayesian Identification of Autoregressive Time Series Models

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