Topics tagged time-series

Topic	Replies	Views	Activity
Is it just very hard to estimate ARMA models? Modeling autoregressive-model , time-series	6	4665	October 23, 2024
Piecewise linear regression with horizontal shifts Modeling fitting-issues , specification , hierarchical-model , piecewise , time-series	5	98	October 11, 2024
Incorrect number of categories with categorical_lpmf for a mixture model Modeling rstan , fitting-issues , specification , mixture , time-series	3	225	September 23, 2024
Comparing brms models with unstr() covariance versus cosy() and ar() with loo Modeling loo , covariance , brms , autoregressive-model , time-series	6	75	August 24, 2024
Mvgam: an R package for time series modeling and forecasting Publicity techniques , ecology , splines , time-series	2	771	June 26, 2024
ARR2: A new prior for autoregressions Publicity prior-choice , priors , autoregressive-model , time-series	4	244	June 13, 2024
Cross-conditional dependence in random walk models Modeling conditional-effects , time-series	1	134	May 1, 2024
First order autoregressive model + noise, estimation fails with Stan Modeling fitting-issues , divergences , time-series	1	206	March 13, 2024
Covariance issues with Dynamic Factor Model with large N Modeling covariance , time-series	7	547	January 17, 2024
How to model a lag function? Modeling brms , time-series	0	230	January 10, 2024
Any work on (or pointers to) Bayesian updating with "forgetting"? Publicity techniques , specification , priors , hierarchical-model , time-series	14	3208	October 30, 2023
Latent AR processes and observed linear combinations Modeling fitting-issues , specification , time-series	1	266	October 27, 2023
Problem With Partial Sum Function Modeling techniques , cmdstanr , paralellization , time-series	3	550	August 21, 2023
Reduce_sum question General techniques , cmdstanr , paralellization , time-series	6	577	August 2, 2023
Help Wanted: Custom Multivariate pdf For State Space Model General techniques , state-space , user-defined-functions , time-series	2	434	July 9, 2023
Modelling a jump component Modeling time-series	2	447	June 28, 2023
Bayesforecast 0.0.1 for time series modeling Publicity time-series	2	1336	April 26, 2023
Vectorized use of neg_binomial_2_lpmf Modeling time-series	1	413	March 3, 2023
Divergent transitions in Dynamic Nelson Siegel Model Modeling fitting-issues , prior-choice , time-series	0	393	September 17, 2022
A tail ESS warning against a local level model with an ordered logistic function Modeling fitting-issues , specification , panel-data , time-series	4	747	June 28, 2022
Single source of error seasonal local level model: is this correct? Modeling specification , state-space , feedback-wanted , time-series	3	704	June 23, 2022
Spectral Density Analysis of Time-Series: Resulting Posterior is Independent of Data Modeling fitting-issues , variational-bayes , time-series	4	652	May 12, 2022
Is the effective sample size estimator using the variogram in BDA3 always valid? General loo , model-comparison , time-series	4	2395	March 28, 2022
Soft k-means model syntax error Modeling specification , mixture , time-series	3	652	January 13, 2022
Partially-fixed Gaussian-process prior for varying slopes model: HMC not progressing Modeling rstan , fitting-issues , gaussian-process , time-series	2	1155	December 30, 2021
Relative contribution of time-varying regression coefficients to time-varying empirical trend? Modeling mixed-model , hierarchical-model , panel-data , interpret-results , time-series	1	589	October 28, 2021
Naive benchmark forecast methods using Stan as a backend Publicity time-series	0	526	October 15, 2021
Autocorrelation added to the model results in outrageous computation time brms rstan , brms , autoregressive-model , time-series	4	2049	June 14, 2021
Poisson time series analysis with multi-component random walks Modeling physics , autoregressive-model , time-series	9	1022	February 27, 2021
Demonstrating similarity of two time series General model-comparison , brms , time-series	1	441	February 9, 2021