https://github.com/stephanielees/gold-price-dlm

The implementation of Bayesian forecasting using Dynamic Linear Model to predict gold price.
https://github.com/stephanielees/gold-price-dlm

Last synced: 2 days ago
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The implementation of Bayesian forecasting using Dynamic Linear Model to predict gold price.

• Host: GitHub
• URL: https://github.com/stephanielees/gold-price-dlm
• Owner: stephanielees
• Created: 2023-08-03T03:41:35.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2023-08-16T14:50:56.000Z (over 1 year ago)
• Last Synced: 2024-11-08T15:12:39.621Z (about 2 months ago)
• Language: R
• Size: 36.1 KB
• Stars: 0
• Watchers: 2
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# gold-price-DLM

The implementation of Bayesian forecasting using Dynamic Linear Model to predict gold price.

For further explanation on the code, check out my videos: 


The video for gold price is [here](https://youtu.be/68WBL0-zlhc). 


The video for forecast with unknown parameter is [here](https://youtu.be/NG-FjdU0UEk)