Bayesian VAR

Results: 42



#Item
1

Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR

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Source URL: research.stlouisfed.org

Language: English - Date: 2015-10-13 15:17:50
    2Estimation theory / Linear filters / Bayesian statistics / Robot control / Data assimilation / Kalman filter / Covariance / Variance / Statistical ensemble / Statistics / Control theory / Cybernetics

    A Hybrid Data Assimilation System (WRF-VAR and Ensemble Transform Kalman Filter ) Based Retrospective Tests Meral Demirtas National Center for Atmospheric Research

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    Source URL: www2.mmm.ucar.edu

    Language: English - Date: 2009-07-01 16:30:47
    3Bayesian network / Graphical model / Bayesian inference / Hidden Markov model / Bayesian probability / Influence diagram / Bayesian VAR / Prior probability / Causal model / Statistics / Bayesian statistics / Probability and statistics

    MSBNx: A Component-Centric Toolkit for Modeling and Inference with Bayesian Networks Carl M. Kadie David Hovel Eric Horvitz 28 July 2001

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    Source URL: research.microsoft.com

    Language: English - Date: 2001-07-31 17:02:28
    4Bayesian statistics / Shock / Statistical models / Vector autoregression / Bayesian VAR / Economic model / Impulse response / Regression analysis / Causality / Statistics / Econometrics / Time series analysis

    BOFIT Discussion Papers 22 • 2014 Elena Deryugina and Alexey Ponomarenko A large Bayesian vector

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    Source URL: www.suomenpankki.fi

    Language: English - Date: 2014-12-05 05:44:01
    5Control theory / Data assimilation / Statistical forecasting / Weather prediction / Covariance / Variance / Ensemble Kalman filter / Statistics / Bayesian statistics / Estimation theory

    En4D-Var: Combining Ensemble Forecast with 4D-Var and Experiments Using WRF Qingnong Xiao1, Chengsi Liu1,2, and Bin Wang2 1.

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    Source URL: gmao.gsfc.nasa.gov

    Language: English - Date: 2009-05-29 10:52:48
    6Bayesian statistics / Statistical forecasting / Weather prediction / Data assimilation / Covariance / Variance / Gauss–Markov theorem / Statistics / Estimation theory / Control theory

    4D-Var for Dummies Jeff Kepert Centre for Australian Weather and Climate Research A partnership between the Australian Bureau of Meteorology and CSIRO 8th Adjoint Workshop, Pennsylvania, May[removed]

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    Source URL: gmao.gsfc.nasa.gov

    Language: English
    7Estimation theory / Control theory / Bayesian statistics / Weather prediction / Data assimilation / Ensemble Kalman filter / Kalman filter / Numerical weather prediction / Covariance / Statistics / Mathematical sciences / Linear filters

    2A.10 A Hybrid Data Assimilation (WRF-VAR and Ensemble Transform Kalman Filter) System Based Retrospective Tests Meral Demirtas

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    Source URL: www2.mmm.ucar.edu

    Language: English - Date: 2009-07-01 11:08:47
    8Estimation theory / Bayesian statistics / Algebra of random variables / Covariance / Data assimilation / Variance / Ensemble Kalman filter / Two-dimensional singular value decomposition / Statistics / Covariance and correlation / Data analysis

    Data assimilation workshop 3D-Var exercise Prepared by Junjie Liu July 26th,

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    Source URL: www.jcsda.noaa.gov

    Language: English - Date: 2007-08-01 12:24:51
    9Vector autoregression / Bayesian VAR / Economic model / Trend estimation / Forecasting / Unit root / Macroeconomic model / Regression analysis / Time series / Statistics / Time series analysis / Econometrics

    VAR Forecasting Models of the Australian Economy: A Preliminary Analysis

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    Source URL: www.rba.gov.au

    Language: English - Date: 2012-11-19 01:25:43
    10Econometrics / New Keynesian economics / Time series analysis / Statistical inference / Dynamic stochastic general equilibrium / Macroeconomic model / General equilibrium theory / Vector autoregression / Bayesian VAR / Statistics / Economics / Macroeconomics

    Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies

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    Source URL: www.rba.gov.au

    Language: English - Date: 2015-02-02 16:44:26
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