Given time series, sampled at regular intervals, I’d like to calculate a Bayes Factor comparing a model with sinusoidal oscillations (plus Normal noise) against a linear (plus Normal noise) integrating out over all parameters. I do not think this is solvable in a closed form … Has someone made a Stan model for this? Any links to Bayesian detection of periodic patterns in time series would be helpful.

The case is nicely described in this paper

“Bayesian detection of periodic mRNA time profiles without use of training examples”

-Leon