Browsing by Subject "Bayesian forecasting"
Now showing items 1-4 of 4
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Bayesian Dynamic Modeling and Forecasting of Count Time Series
(2019)Problems of forecasting related time series of counts arise in a diverse array of applications such as consumer sales, epidemiology, ecology, law enforcement, and tourism. Characteristics of high-frequency count data including ... -
Bayesian Multiregression Dynamic Models with Applications in Finance and Business
(2015)This thesis discusses novel developments in Bayesian analytics for high-dimensional multivariate time series. The focus is on the class of multiregression dynamic models (MDMs), which can be decomposed into sets of univariate ... -
Bayesian Predictive Synthesis: Forecast Calibration and Combination
(2017)The combination of forecast densities, whether they result from a set of models,a group of consulted experts, or other sources, is becoming increasingly importantin the fields of economics, policy, and finance, among others. ... -
Forecasting the Term Structure of Interest Rates: A Bayesian Dynamic Graphical Modeling Approach
(2019)This thesis addresses the financial econometric problem of forecasting the term structure of interest rates by using classes of Dynamic Dependence Network Models (DDNMs). This Bayesian econometric framework defines structured ...
