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Document type:
Zeitungsartikel 
Author(s):
Kreuzer, A., Dalla Valle, L., and Czado, Claudia 
Title:
A Bayesian Non-linear State Space Copula Model to Predict Air Pollution in Beijing 
Abstract:
Air pollution is a serious issue that currently affects many industrial cities in the world and can cause severe illness to the population. For this reason, a correct estimation and prediction of airborn pollutant concentrations is crucial. In this paper, we analyze hourly measurements of fine particulate matter and metereological data collected in Beijing in 2014. We show that the standard state space model, based on Gaussian assumptions, does not allow to correctly capture the time dynamics of...    »
 
Keywords:
Time Series, Bayesian Inference, Hamiltonian Monte Carlo, Vine Copulas 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Preprint 
Year:
2019 
Year / month:
2019-03 
Quarter:
1. Quartal 
Month:
Mar 
Language:
en 
WWW:
TUM Institution:
Professur für Angewandte Mathematische Statistik 
Format:
Text 
Ingested:
20.03.2019