Comparar métodos

	MCMC para Séries Temporais	Amostragem de Gibbs
Área	Bayesiano	Bayesiano
Família	Bayesian methods	Bayesian methods
Ano de origem	1994–1997	1984
Autor original	Carter & Kohn; West & Harrison	Stuart Geman & Donald Geman
Tipo	Bayesian posterior sampling for time-ordered data	MCMC sampling algorithm
Fonte seminal	Carter, C. K. & Kohn, R. (1994). On Gibbs sampling for state space models. Biometrika, 81(3), 541–553.	Geman, S. & Geman, D. (1984). Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images. IEEE Transactions on Pattern Analysis and Machine Intelligence, 6(6), 721-741.
Outros nomes	MCMC time series, Bayesian time series MCMC, time series posterior sampling, sequential Bayesian MCMC	Gibbs sampler, coordinate-wise MCMC, systematic scan Gibbs, blocked Gibbs sampling
Relacionados	6	5
Resumo	Time series MCMC applies Markov chain Monte Carlo methods to Bayesian inference over time-ordered data. Rather than optimising a single parameter estimate, it draws samples from the full joint posterior of parameters and latent states, yielding probability distributions that honestly reflect uncertainty about dynamics, trends, and seasonal patterns across every time point.	Gibbs sampling is a Markov chain Monte Carlo algorithm that approximates a high-dimensional posterior distribution by repeatedly drawing each parameter from its full conditional distribution given all other parameters and the data. Because each draw is exact from a conditional — not a proposal that may be rejected — the sampler is efficient when those conditionals are available in closed form.