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7 search results found

Bayesian time series forecasting and decision analysis

Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.

Sparse estimation of large time series models

Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.

My_energy_forecast_svr ⭐ 13

Using my smart meter electricity data from Baltimore Gas and Electric to forecast my energy demand using support vector regression.

R package for Bayesian Vector Autoregression

Marine_forecast_webgis ⭐ 7

Marine Forecast WebGIS

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