Bayesian Time Series model in R. Ask Question Asked 4 years, 5 months ago. Active 4 years, 5 months ago. Viewed 2k times 1 $\begingroup$ Similar to the ... Aleksandr Y. Aravkin, Kush R. Varshney, and Dmitry M. Malioutov. Industrial-Academic Workshop on Optimization in Finance and Risk Management, Toronto, Canada, September 2013. P7. More Contentious Issues Lead to More Factions: Bounded Confidence Opinion Dynamics of Bayesian Decision Makers. Kush R. Varshney.
Time series analysis has become a hot topic with the rise of quantitative finance and automated trading of securities. The base distribution of R includes a time series class called ts. We don't recommend this representation for general use because the implementation itself is too limited and restrictive.A time series with additive trend, seasonal, and irregular components can be decomposed using the stl() function. Note that a series with multiplicative effects can often by transformed into series with additive effects through a log transformation (i.e., newts <- log(myts)).