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Alex's user avatar
Alex
  • Member for 9 years, 2 months
  • Last seen more than a week ago
7 votes
1 answer
20k views

Forecasting time series using ARMA-GARCH in R

2 votes
1 answer
55 views

Classify streaming, partially complete data into groups defined by prior clustering

2 votes
0 answers
606 views

Online time series forecasting with DLM

2 votes
0 answers
581 views

auto.arima and DLM give different values for loglikelihood

1 vote
1 answer
106 views

On estimating ARIMA models on artificially made time series data

1 vote
1 answer
198 views

Estimating regression coefficients in the presence of stochastic trend

1 vote
0 answers
420 views

DLM, regression and multiple time series

1 vote
2 answers
201 views

Summarize multiple distributions into one, specifically in the topic modeling context

1 vote
0 answers
24 views

Modeling and updating the reliability of two sources of information

0 votes
0 answers
43 views

Maximum simulated likelihood of binary logit model implementation in python

0 votes
1 answer
1k views

Unscented Kalman Filter with Gaussian Process regression for time series prediction [closed]

0 votes
1 answer
2k views

Bayesian estimation of Dynamic Linear Models with RStan

0 votes
0 answers
48 views

Approaching a multivariate regression problem with multiple observations over days