18 citations · 18 across the 2 of their papers we have counts for
3 papers
Bayesian Reconciliation of Overlapping Multi-Step Forecasts: A Post-Processing Framework for Cross-Origin Coherence
Oluwatosin Bamidele Fajana, Ricardo S. Ehlers, Marinho G. Andrade
Multi-step forecasting systems, including modern artificial intelligence (AI) models, often issue overlapping predictions for the same future time from different forecast origins.…
Bayesian Transformed GARMA Models
Breno S. Andrade, Marinho G. Andrade, Ricardo S. Ehlers
Transformed Generalized Autoregressive Moving Average (TGARMA) models were recently proposed to deal with non-additivity, non-normality and heteroscedasticity in real time series d…
Bayesian GARMA Models for Count Data
Marinho G. Andrade, Ricardo S. Ehlers, Breno S. Andrade
Generalized autoregressive moving average (GARMA) models are a class of models that was developed for extending the univariate Gaussian ARMA time series model to a flexible observa…