dynamic-generalized-linear-models

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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).

python bayesian-inference forecasting-models time-series-analysis variational-bayes latent-factor-model multi-step-ahead-forecasting dynamic-generalized-linear-models statmodels econometric-analysis vector-autoregression-models bayesian-var-models copula-path-forecast

Updated Aug 16, 2022
Jupyter Notebook

ruivieira / jssm

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A Java library for State Space Models (SSM).

java statistics scientific hidden-markov-models state-space-models dynamic-generalized-linear-models

Updated May 9, 2021
Java

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