Dynamic Bayesian Network Structure Learning, Parameter Learning
and Forecasting
Description
It allows to learn the structure of univariate time series, learning parameters and forecasting.
Implements a model of Dynamic Bayesian Networks with temporal windows,
with collections of linear regressors for Gaussian nodes,
based on the introductory texts of Korb and Nicholson (2010) and
Nagarajan, Scutari and Lbre (2013) .