Bayesian VAR vs. Temporal Convolutional Networks: a simulation study on forecasting accuracy and uncertainty calibration. MSc Statistics thesis, UC3M (mirror).
master-thesis bayesian-statistics uc3m simulation-study bayesian-var monte-carlo-dropout temporal-convolutional-network temporal-convolutional-networks uncertainty-calibration high-frequency-data forecasting-accuracy minnesota-prior high-frequency-forecasting
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Updated
Oct 17, 2026 - Python