Time Series:
PennSate Online Course: STAT510 Applied Time Series Analysis
https://onlinecourses.science.psu.edu/stat510/node/47/
http://www.lcs.poli.usp.br/~ablima/livros/Analysis%20of%20financial%20time%20series%20Tsay.pdf
Book:
Mutivariate Time Series Book:
RNN-LTSMBlog:
How to convert time series into supervised learning: https://machinelearningmastery.com/convert-time-series-supervised-learning-problem-python/
Mutivariate time seriese_LSTM https://machinelearningmastery.com/multivariate-time-series-forecasting-lstms-keras/
Thetha method
https://robjhyndman.com/papers/Theta.pdf
Difference:
Bayesian Structural Time Series- MCMC:
https://multithreaded.stitchfix.com/blog/2016/04/21/forget-arima/ http://faculty.chicagobooth.edu/ruey.tsay/teaching/uts/lec13-08.pdf http://www.unofficialgoogledatascience.com/2017/07/fitting-bayesian-structural-time-series.html
http://www.stat.umn.edu/geyer/s12/5102/notes/mcmc.pdf
Bayesian Inference:
https://onlinecourses.science.psu.edu/stat509/node/78/
Markov Chain Monte Carlo (MCMC) Convergence diagnostics:
https://www.statlect.com/fundamentals-of-statistics/Markov-Chain-Monte-Carlo-diagnostics#hid10 http://astrostatistics.psu.edu/RLectures/diagnosticsMCMC.pdf https://spia.uga.edu/faculty_pages/rbakker/bayes/day6.pdf https://theoreticalecology.wordpress.com/2011/12/09/mcmc-chain-analysis-and-convergence-diagnostics-with-coda-in-r/ http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.433.6547&rep=rep1&type=pdf
Proposed Distribution:
http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.433.6547&rep=rep1&type=pdf