bayes-time-series

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Adventures in Bayesian Time Series

This is a project for a Bayesian statistics course at San Diego State University. Our group members are Andrew Bates, Joshua Gloyd, and Tyler Tucker. The purpose of this project is to create a tutorial on the use of a Bayesian model of our choosing. We decided on a Bayesian Structural Time Series model. In our tutorial, we will provide and introduction to the theoretical basis of the model and illustrate its application by analyzing a data set using the R package bsts. The model and package is based on the paper by Steven L. Scott and Hal Varian which can be found here. We created a series of video tutorials which can be found on YouTube.