He’s looking for Bayesian time-series examples

Maurits Van Wagenberg writes:

Coming from the traditional side, started to use Bayes, quickly limiting it to models with less variables, notwithstanding the lure. Am not in academics but have for many years researched design processes of complex objects such as engineering complex process plants. These processes have a lead-time from 12 to 18 months.

Aim was to check on development of variables that could indicate derailment of process. Felt comfortable in using posterior to update new prior, a week later, especially two months into the process.

This winter, was asked to look into a new group of design projects where my concept failed. My previous body of knowledge was limited as were empirical data at hand.

Started to look at your approach (in your Bayesian Data Analysis 3rd and presentations, incl. your French presentations).

My question is: could I find more time-series related examples?

Any suggestions? Our forthcoming Bayesian Econometrics in Stan book should have a few such examples, although this person’s application area seems a bit different. I know that some of you out there work on engineering problems so maybe you have some thoughts for him.

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