Fitting Bayesian structural time series with the bsts R package
The Unofficial Google Data Science Blog
JULY 11, 2017
Many of these models are standard, and can be fit using a variety of tools, such as the StructTS function distributed with base R or one of several R packages for fitting these models (with the dlm package (Petris 2010, Petris, Petrone, and Campagnoli 2009) deserving special mention).
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