State-Space Models: State-space models provide a framework for modeling time series data by representing the underlying system as a set of hidden states and observations. This repository uses a local ...
Custom implementation of BVAR model (Bayesian vector autoregression) using PyMC library. The implemented model was tested on macroeconomic data for forecasting inflation (CPI index) data. Several ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback