Introduction to the DFA model | DFA model with no extreme events | DFA model with extreme events | Fitting DFA models with non-Gaussian families | Alternative loadings for DFA models | Including autoregressive (AR) or moving-average (MA) components on trends | Applying Hidden Markov Models to identify latent regimes | DFA model with weights

Example

Case 1: unequal trend variability | Candidate models | Recovering loadings | Recovering trends | Summary

Data simulation | Sampling argument | Posterior optimization | Posterior approximation

Data simulation | Estimating trends as B-splines | Estimating trends as P-splines | Estimating trends as Gaussian processes | Comparing approaches

Notation review for DFA models | Observation covariates | Process covariates | Examples -- observation covariates | Examples -- process covariates

2 - trend model | 3 - trend model