[09x07] Intro to Bayesian Time Series Analysis & Predictions | Turing.jl Autoregressive AR(2) Model

Time Series Analysis is different than other forms of data analysis. In this Julia Probabilistic Programming tutorial, you'll learn a Bayesian approach to time series analysis by creating a Bayesian Autoregressive AR(2) model using the Turing.jl package. You'll also learn a Bayesian approach to making predictions into the future. 00:00 Intro 00:58 Concepts 06:30 Set-up 08:00 Data 11:18 Bayesian Autoregressive AR(2) Time Series Model 19:42 Predictions 28:13 Final Thoughts 29:01 Outro ############################## Links for this tutorial ############################## Code for this tutorial (GitHub) https://github.com/julia4ta/tutorials... ritvikmath. "Bayesian Time Series : Time Series Talk". 2021. (YouTube)    • Bayesian Time Series : Time Series Talk   ritvikmath. Python code for ritvikmath YouTube video. https://github.com/ritvikmath/YouTube... "TypeError when sampling AR(2) process using Turing.jl". 2021. Stack Overflow. https://stackoverflow.com/questions/6... "Bayesian Time Series Analysis". Turing.jl Tutorials. https://turinglang.org/dev/tutorials/... ############################## Links for this series ############################## Link to Series 9 Playlist [Julia Probabilistic Programming for Beginners]    • [09x01] How Much of Earth is Covered in Wa...   Turing.jl Documentation https://turinglang.org/stable/docs/us... Turing.jl (GitHub) https://github.com/TuringLang/Turing.jl Turing.jl Website https://turinglang.org/stable/ StatsPlots.jl Documentation https://docs.juliaplots.org/latest/ge... StatsPlots.jl (GitHub) https://github.com/JuliaPlots/StatsPl... Distributions.jl Documentation https://juliastats.org/Distributions.... Distributions.jl (GitHub) https://github.com/JuliaStats/Distrib... The Julia Programming Language https://julialang.org/ https://docs.julialang.org/en/v1/    / @thejulialanguage   VS Code https://code.visualstudio.com/ Pluto.jl https://plutojl.org/ https://github.com/fonsp/Pluto.jl ############################## Join Button (Channel Membership): If you like what I do, then please consider Joining and becoming a Channel Member.    / @doggodotjl   Thank you!