Year of Graduation
Graphical Models and Their Applications to Economic Modeling
Mathematical Methods of Optimization and Stochastics
The use of structural models is a natural method of solving many problems, including time series prediction. However, while using structural models an identification problem arises. In this paper, we propose Bayesian network learning approach for model identification and estimation of coefficients. It has been shown that Bayesian networks learning algorithms could be applied for solving the problem.