Compositional dynamic modelling for causal prediction in multivariate time series
Fuente:
arXiv
Saved in:
| Main Authors: | Li, Kevin, Tierney, Graham, Hellmayr, Christoph, West, Mike |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Simultaneous Graphical Dynamic Modeling
by: West, Mike, et al.
Published: (2024)
by: West, Mike, et al.
Published: (2024)
On non-stationarity of the Poisson gamma state space models
by: Irie, Kaoru, et al.
Published: (2025)
by: Irie, Kaoru, et al.
Published: (2025)
Stochastic Volatility under Informative Missingness
by: Zhang, Gehui, et al.
Published: (2025)
by: Zhang, Gehui, et al.
Published: (2025)
Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute?
by: Pumi, Guilherme, et al.
Published: (2023)
by: Pumi, Guilherme, et al.
Published: (2023)
Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
by: Woitschig, Patrick, et al.
Published: (2026)
by: Woitschig, Patrick, et al.
Published: (2026)
Order selection in GARMA models for count time series: a Bayesian perspective
by: Lastra, Katerine Zuniga, et al.
Published: (2024)
by: Lastra, Katerine Zuniga, et al.
Published: (2024)
Decision synthesis in monetary policy
by: Chernis, Tony, et al.
Published: (2024)
by: Chernis, Tony, et al.
Published: (2024)
From Noisy News Sentiment Scores to Interpretable Temporal Dynamics: A Bayesian State-Space Model
by: Casals, Ian Carbó
Published: (2026)
by: Casals, Ian Carbó
Published: (2026)
Euclidean mirrors and first-order changepoints in network time series
by: Chen, Tianyi, et al.
Published: (2024)
by: Chen, Tianyi, et al.
Published: (2024)
Bayesian inference on the order of stationary vector autoregressions
by: Binks, Rachel L., et al.
Published: (2023)
by: Binks, Rachel L., et al.
Published: (2023)
Multiscale Autoregression on Adaptively Detected Timescales
by: Baranowski, Rafal, et al.
Published: (2024)
by: Baranowski, Rafal, et al.
Published: (2024)
Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by: Desgagné, Alain, et al.
Published: (2024)
by: Desgagné, Alain, et al.
Published: (2024)
A Conversation with A. Philip Dawid
by: Vovk, Vladimir, et al.
Published: (2023)
by: Vovk, Vladimir, et al.
Published: (2023)
Parametric generalized spectrum for heavy-tailed time series
by: Goto, Yuichi, et al.
Published: (2026)
by: Goto, Yuichi, et al.
Published: (2026)
A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
by: Pumi, Guilherme, et al.
Published: (2026)
by: Pumi, Guilherme, et al.
Published: (2026)
A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
by: Pumi, Guilherme, et al.
Published: (2025)
by: Pumi, Guilherme, et al.
Published: (2025)
Unit-Weibull Autoregressive Moving Average Models
by: Pumi, Guilherme, et al.
Published: (2022)
by: Pumi, Guilherme, et al.
Published: (2022)
TERRA: A Transformer-Enabled Recursive R-learner for Longitudinal Heterogeneous Treatment Effect Estimation
by: Shi, Lei, et al.
Published: (2025)
by: Shi, Lei, et al.
Published: (2025)
Structured prior distributions for the covariance matrix in latent factor models
by: Heaps, Sarah Elizabeth, et al.
Published: (2022)
by: Heaps, Sarah Elizabeth, et al.
Published: (2022)
Emulating complex dynamical simulators with random Fourier features
by: Mohammadi, Hossein, et al.
Published: (2021)
by: Mohammadi, Hossein, et al.
Published: (2021)
Causal-Audit: A Framework for Risk Assessment of Assumption Violations in Time-Series Causal Discovery
by: Ruiz, Marco, et al.
Published: (2026)
by: Ruiz, Marco, et al.
Published: (2026)
Prediction intervals for quantile autoregression
by: Novo, Silvia, et al.
Published: (2025)
by: Novo, Silvia, et al.
Published: (2025)
A comparison between initialization strategies for the infinite hidden Markov model
by: Cortese, Federico P., et al.
Published: (2025)
by: Cortese, Federico P., et al.
Published: (2025)
The impact of job stability on monetary poverty in Italy: causal small area estimation
by: Reluga, Katarzyna, et al.
Published: (2025)
by: Reluga, Katarzyna, et al.
Published: (2025)
First-order integer-valued autoregressive processes with Generalized Katz innovations
by: Lopez, Ovielt Baltodano, et al.
Published: (2022)
by: Lopez, Ovielt Baltodano, et al.
Published: (2022)
ANOVATS: A subsampling-based test to detect differences among short time series in marine studies
by: Goto, Yuichi, et al.
Published: (2025)
by: Goto, Yuichi, et al.
Published: (2025)
Pair-based estimators of infection and removal rates for stochastic epidemic models
by: Temple, Seth D., et al.
Published: (2026)
by: Temple, Seth D., et al.
Published: (2026)
Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)
by: Desgagné, Alain, et al.
Published: (2025)
Assessment of the quality of a prediction
by: Sewell, Roger
Published: (2024)
by: Sewell, Roger
Published: (2024)
Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)
Shrinkage Estimation and Prediction for Joint Type-II Censored Data from Two Burr-XII Populations
by: Bargoshadi, Soheila Akbari, et al.
Published: (2024)
by: Bargoshadi, Soheila Akbari, et al.
Published: (2024)
Influence network reconstruction from discrete time-series of count data modelled by multidimensional Hawkes processes
by: Santitissadeekorn, Naratip, et al.
Published: (2025)
by: Santitissadeekorn, Naratip, et al.
Published: (2025)
On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
by: Verma, Victor, et al.
Published: (2024)
by: Verma, Victor, et al.
Published: (2024)
Bivariate Frank Copula: Some More Results on Point Estimation of the Association Parameter from a Bayesian Perspective and Revisiting the Goodness of Fit Tests with an Application to Model Groundwater Data from Dong Thap, Vietnam
by: Pham, Thi-Yen-Anh, et al.
Published: (2026)
by: Pham, Thi-Yen-Anh, et al.
Published: (2026)
A sensitivity analysis for non-inferiority studies with non-randomised data
by: Kabata, Daijiro, et al.
Published: (2025)
by: Kabata, Daijiro, et al.
Published: (2025)
Extended-support beta regression for $[0, 1]$ responses
by: Kosmidis, Ioannis, et al.
Published: (2024)
by: Kosmidis, Ioannis, et al.
Published: (2024)
Bayesian Optimization of Noisy Log-Likelihoods Evaluated by Particle Filters -- One Parameter Case --
by: Kitagawa, Genshiro
Published: (2026)
by: Kitagawa, Genshiro
Published: (2026)
Confidence intervals for causal effects in sequential decision making
by: Vovk, Vladimir, et al.
Published: (2026)
by: Vovk, Vladimir, et al.
Published: (2026)
Efficient Sampling in Disease Surveillance through Subpopulations: Sampling Canaries in the Coal Mine
by: Stoepker, Ivo V.
Published: (2024)
by: Stoepker, Ivo V.
Published: (2024)
Bayesian joint quantile autoregression
by: Castillo-Mateo, Jorge, et al.
Published: (2023)
by: Castillo-Mateo, Jorge, et al.
Published: (2023)
Similar Items
-
Simultaneous Graphical Dynamic Modeling
by: West, Mike, et al.
Published: (2024) -
On non-stationarity of the Poisson gamma state space models
by: Irie, Kaoru, et al.
Published: (2025) -
Stochastic Volatility under Informative Missingness
by: Zhang, Gehui, et al.
Published: (2025) -
Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute?
by: Pumi, Guilherme, et al.
Published: (2023) -
Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
by: Woitschig, Patrick, et al.
Published: (2026)