A model known as Bayesian Structural Time Series is created when the Bayesian probability is applied to structural time series. As a total of several elements, including trends, seasonal patterns, ...

The standard errors for the month-to-month changes are clearly smaller under the time series model. A second problem addressed in this paper is related to the transition to a new survey process in ...

The article discusses the methodology for solving problems of modeling and forecasting time series using the method of Bayesian structural time series (BSTS). The analysis used real stock price data ...

Estimating monthly consumer confidence indicators using structural time series models. The Dutch Consumer Survey measures consumer confidence in the Netherlands with a monthly frequency. In this paper ...

A different class of time-series models called structural time-series model (STM) (in its multivariate form) has been introduced in this paper to develop a parsimonious and computationally simple ...