CBMS 2022 Lectures

 

1. Dynamic Modeling & Time Series: Structure, Forecasting and Decisions

Mike West

 

2. Dynamic Factor Models & Time-Varying Covariance Models

Hedibert Lopes

3. Time-Varying Vector Autoregressions & Hierarchical Latent Factor Models

Raquel Prado

4. Dynamic Latent Threshold Modeling

Mike West

5. Dynamic Dependency Network Models

Mike West

6. Simultaneous Graphical Dynamic Models

Mike West

7. Dynamic Count Systems: Network Flow

Mike West

8. Dynamic Count Systems: Multiscale Forecasting of Count-Valued Time Series

Mike West

9. Sequential Monte Carlo in Dynamic Models

Hedibert Lopes

10. Bayesian Predictive Synthesis in Time Series Forecasting

Mike West

Details about the topics that will be covered in each lecture and corresponding key references are available here