Bayesian Change-Point Detection and Time Series Decomposition
-
Updated
Sep 11, 2024 - C
Bayesian Change-Point Detection and Time Series Decomposition
bayesian-sgdlm is a Python script for fully Bayesian SGDLMs, treating each node as a VAR( 𝑝) DLM. It leverages decouple–recouple filtering with Variational Bayes and importance sampling to estimate sparse, time-varying cross-lag dependencies (including pandemic dummies) without ever inverting the full multivariate system.
This project explores STEM Workforce Trends in England and Wales using UK census data. I created an interactive Tableau dashboard to explore the growth of STEM workforce, gender & ethnic diversity trends, geographical distribution patterns and multivariate demographic analysis (UMAP)
Applied Bayesian Econometrics for Central Bankers in R
Add a description, image, and links to the bayesian-time-series topic page so that developers can more easily learn about it.
To associate your repository with the bayesian-time-series topic, visit your repo's landing page and select "manage topics."