Gibbs sampler for Bayesian prediction of triple seasonal autoregressive processes

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY Communications in Statistics - Theory and Methods Pub Date : 2024-03-27 DOI:10.1080/03610926.2024.2329780
Ayman A. Amin
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引用次数: 0

Abstract

Researchers have extended autoregressive (AR) time-series models to adequately fit and model time-series with triple seasonality. These AR extensions can be referred to as triple seasonal AR (TSAR)...
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三重季节性自回归过程贝叶斯预测的吉布斯采样器
研究人员对自回归(AR)时间序列模型进行了扩展,以充分拟合并模拟具有三重季节性的时间序列。这些 AR 扩展模型可称为三重季节性 AR (TSAR)。
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来源期刊
CiteScore
2.00
自引率
12.50%
发文量
320
审稿时长
7.5 months
期刊介绍: The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.
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