Data Scientist TJO in Tokyo

Data science, statistics or machine learning in broken English

Entries from 2015-08-18 to 1 day

Bayesian modeling with R and Stan (5): Time series with seasonality

In the previous post, we successfully estimated a model with a nonlinear trend by using Stan. But please remember this is a time series dataset. Does it include any other kind of nonlinear components? Yes, we have to be careful for seasona…

Bayesian modeling with R and Stan (4): Time series with a nonlinear trend

The previous post reviewed how to estimate a simple hierarchical Bayesian models. You can see more complicated cases in a great textbook "The BUGS book". But personally hierarchical Bayesian modeling is the most useful for time-series anal…