Topics tagged autoregressive-model

Topic	Replies	Views	Activity
Random walk with positive differences and missing data Modeling fitting-issues , autoregressive-model	6	209	August 12, 2026
Trouble fitting random walk plus exponential error Modeling fitting-issues , autoregressive-model	2	124	July 19, 2026
ARR2: A new prior for autoregressions Publicity prior-choice , priors , autoregressive-model , time-series	5	466	February 7, 2025
Comparision: simple AR(1) model in stan vs. pymc Modeling cmdstanpy , prior-predictive , python , autoregressive-model	4	322	December 10, 2024
Is it just very hard to estimate ARMA models? Modeling autoregressive-model , time-series	6	4935	October 23, 2024
Comparing brms models with unstr() covariance versus cosy() and ar() with loo Modeling loo , covariance , brms , autoregressive-model , time-series	6	316	August 24, 2024
Help with Multivariate Autoregressive Model with random effects Modeling rstan , specification , performance , multivariate-normal , autoregressive-model	2	273	April 26, 2024
How to add autocorrelation of observation errors? Modeling rstan , techniques , ode , autoregressive-model	5	654	March 4, 2024
Modelling a timeseries as a 2D field including AR1 noise and smooth seasonal cycle and trend (new to bayes and stan) Modeling fitting-issues , specification , cmdstanpy , gaussian-process , autoregressive-model	2	500	August 2, 2023
Fitting AR parameters using complex conjugate zeros? Modeling autoregressive-model	3	538	May 3, 2023
How to make a parameter 2d in hierarchical model? Modeling hierarchical-model , autoregressive-model	1	409	April 6, 2023
Specification of scaling factor in brms BYM2 model Modeling rstan , specification , brms , autoregressive-model	0	634	March 14, 2023
Improving efficiency of latent autoregressive model Modeling cmdstan , autoregressive-model	0	469	November 22, 2022
Time variability in 2-timepoint longitudinal data Modeling techniques , specification , autoregressive-model	1	606	May 18, 2022
How to plot autoregressive model? And too many problematic observations LOO brms autoregressive-model	2	1193	March 10, 2022
Error with CAR model in BRMS brms techniques , fitting-issues , brms , autoregressive-model	3	1023	December 23, 2021
Implementing non-centered parameterization for multivariate autoregressive model Modeling panel-data , autoregressive-model	5	701	August 5, 2021
Autocorrelation added to the model results in outrageous computation time brms rstan , brms , autoregressive-model , time-series	4	2355	June 14, 2021
How to incorporate cluster-specific autocorrelation terms in brms? brms hierarchical-model , autoregressive-model	2	845	May 24, 2021
Bivariate model with autoregressive errors in brms brms autoregressive-model	2	1266	May 18, 2021
Difficulties in coding autoregressive/panel model for ragged array Modeling panel-data , autoregressive-model	2	636	April 30, 2021
Poisson time series analysis with multi-component random walks Modeling physics , autoregressive-model , time-series	9	1263	February 27, 2021
Why does brms remove AR-effects in hierarchical structure? brms hierarchical-model , autoregressive-model	5	1353	February 13, 2021