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 ...

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 ...

In this paper, multidimensional time series with structural discontinuities or disorder are considered. A structural break or disorder is understood as a change in the parameters of the process ...

Researchers at the University of Tsukuba have developed a novel mouse model that allows them to induce dysfunction in only ...