The mbsts package: Multivariate Bayesian Structural Time Series Models in R
mbsts 包:R 中的多变量贝叶斯结构时间序列模型
The multivariate Bayesian structural time series (MBSTS) model is a general machine learning model that deals with inference and prediction for multiple correlated time series, where one also has the choice of using a different candidate pool of contemporaneous predictors for each target series. The MBSTS model has wide applications and is ideal for feature selection, time series forecasting, nowcasting, inferring causal impact, and others. This paper demonstrates how to use…