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20072023
most citedDynamic Bayesian Predictive Synthesis in Time Series Forecasting

117 citations · 522 across the 22 of their papers we have counts for

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Showing 2018 · stat.MEShow all

5 papers · 2 filters

stat.ME2018★ 52 cited

Probabilistic forecasting of heterogeneous consumer transaction-sales time series

Lindsay R. Berry, Paul Helman, Mike West

We present new Bayesian methodology for consumer sales forecasting. With a focus on multi-step ahead forecasting of daily sales of many supermarket items, we adapt dynamic count mi…

stat.ME2018★ 61 cited

Bayesian forecasting of many count-valued time series

Lindsay Berry, Mike West

This paper develops forecasting methodology and application of new classes of dynamic models for time series of non-negative counts. Novel univariate models synthesise dynamic gene…

stat.ME2018★ 13 cited

Bayesian Dynamic Modeling and Monitoring of Network Flows

Xi Chen, David Banks, Mike West

In the context of a motivating study of dynamic network flow data on a large-scale e-commerce web site, we develop Bayesian models for on-line/sequential analysis for monitoring an…

stat.ME2018

Bayesian Predictive Synthesis with Outcome-Dependent Pools

Matthew C. Johnson, Mike West

This paper reviews background and examples of Bayesian predictive synthesis (BPS), and develops details in a subset of BPS mixture models. BPS expands on standard Bayesian model un…

stat.ME2018

Variable Prioritization in Nonlinear Black Box Methods: A Genetic Association Case Study

Lorin Crawford, Seth R. Flaxman, Daniel E. Runcie +1

The central aim in this paper is to address variable selection questions in nonlinear and nonparametric regression. Motivated by statistical genetics, where nonlinear interactions…