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- Title
Application of Bayesian Inference in Time Series Analysis.
- Authors
Sarkar, Krishna Pada; Singh, K. N.; Lama, Achal; Kumar, Murari; Gurung, Bishal; Kumar, Rajeev; L. N., Vinaykumar
- Abstract
Nowadays, the availability of huge computing facilities makes it easy to adopt a complex algorithm for various problem-solving. As a result, the Bayesian method of parameter estimation, which is based on Bayes’ theorem given by Thomas Bayes, gains its popularity in recent times. Time series modeling and forecasting is an important aspect of modeling. Model performance and forecasting accuracy can be improved largely using a Bayesian approach. In this article, some basic knowledge about Bayesian inference in time series has been discussed.
- Subjects
BAYESIAN field theory; TIME series analysis; SELF-fulfilling prophecy; BAYES' theorem; PARAMETER estimation
- Publication
Quarterly Research Journal of Plant & Animal Sciences / Bhartiya Krishi Anusandhan Patrika, 2019, Vol 34, Issue 3/4, p225
- ISSN
0303-3821
- Publication type
Article
- DOI
10.18805/BKAP176