Kavli Affiliate: Hsiao-Mei (Sherry) Cho| First 5 Authors: [#item_custom_name[1, [#item_custom_name[2, [#item_custom_name[3, [#item_custom_name[4, [#item_custom_name[5| Summary:We introduce BASTION (Bayesian Adaptive Seasonality and Trend DecompositION), a flexible Bayesian framework for decomposing time series into trend and multiple seasonality components. We cast the decomposition as a penalized nonparametric regression and establish formal conditions under which the trend and seasonal […]
Continue.. BASTION: A Bayesian Framework for Trend and Seasonality Decomposition