Concepedia

Bayesian Multivariate Forecasting

Bayesian Multivariate Forecasting is a statistical forecasting framework that integrates Bayesian inference with multivariate time series modeling to jointly predict multiple interdependent variables while quantifying uncertainty through posterior distributions.

32

Publications

2.7K

Citations

74

Authors

57

Institutions

Publications per year

2017–2026

14

Parents

Publications

32

Bayesian Methods for Dynamic Multivariate Models

Christopher A. Sims, Tao Zha · International Economic Review · 1998 · 1K citations

, , +13

Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?

Christine De Mol, Domenico Giannone, Lucrezia Reichlin · Journal of Econometrics · 2008 · 527 citations · Full text

, , +14

Econometric Model Determination

Peter C.B. Phillips · Econometrica · 1996 · 198 citations

, , +15

Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions

Anastasios Panagiotelis, Michael S. Smith · International Journal of Forecasting · 2008 · 121 citations

, , +14

Multivariate Bayesian hierarchical modeling of the non-stationary traffic conflict extremes for crash estimation

Chuanyun Fu, Tarek Sayed, Lai Zheng · Analytic Methods in Accident Research · 2020 · 87 citations

, , +15

1–5 of 32

Authors

74

  1. SR
    S. Rao Jammalamadaka

    University of California, Santa Barbara, United States

    3 publications · 92 citations

    3

    h-index

  2. NN
    Ning Ning

    University of California, Santa Barbara, United States

    3 publications · 92 citations

    3

    h-index

  3. JQ
    Jinwen Qiu

    University of California, Santa Barbara, United States

    3 publications · 92 citations

    3

    h-index

  4. MM
    Mac McKee

    Utah State University, United States

    2 publications · 56 citations

    2

    h-index

  5. TZ
    Tao Zha

    Federal Reserve Bank of Atlanta, United States

    2 publications · 1K citations

    2

    h-index

1–5 of 74

Institutions

57

  1. University of California, Santa Barbara

    Santa Barbara, United States

    3 h-index

    8 publications

    247 citations

  2. Utah State University

    Logan, United States

    2 h-index

    5 publications

    129 citations

  3. Duke University

    Durham, United States

    2 h-index

    2 publications

    79 citations

  4. Ecolab (United States)

    Saint Paul, United States

    2 h-index

    2 publications

    1K citations

  5. Johns Hopkins Medicine

    Baltimore, United States

    1 h-index

    2 publications

    78 citations

  6. ICMA Centre

    Reading, United Kingdom

    1 h-index

    1 publications

    13 citations

  7. University of Oslo

    Oslo, Norway

    1 h-index

    1 publications

    36 citations

  8. University of Southern Queensland

    Toowoomba, Australia

    1 h-index

    1 publications

    15 citations

1–8 of 57

Venues

  1. Journal of Econometrics

    3 publications · 556 citations

    3

    h-index

  2. International Journal of Forecasting

    3 publications · 155 citations

    3

    h-index

  3. Journal of Statistical Planning and Inference

    1 publications · 10 citations

    1

    h-index

  4. Bulletin of the Seismological Society of America

    BSSA · 1 publications · 28 citations

    1

    h-index

  5. Mining Science and Technology (China)

    1 publications · 21 citations

    1

    h-index

1–5