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GitHub topics: dynamic-generalized-linear-models

xxl4tomxu98/econometrics-gdp-dpi-VAR

Multivariate time series Vector Autoregression Model (VAR) on real world GDP and DPI (and some other indexes). Bayesian Structured Time Series (BSTS).

Language: Jupyter Notebook - Size: 7.19 MB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 8 - Forks: 2

ruivieira/jssm

A Java library for State Space Models (SSM).

Language: Java - Size: 79.1 KB - Last synced at: 6 months ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0

Related Keywords
dynamic-generalized-linear-models 2 statistics 1 state-space-models 1 scientific 1 java 1 hidden-markov-models 1 vector-autoregression-models 1 variational-bayes 1 time-series-analysis 1 statmodels 1 python 1 multi-step-ahead-forecasting 1 latent-factor-model 1 forecasting-models 1 econometric-analysis 1 copula-path-forecast 1 bayesian-var-models 1 bayesian-inference 1