On this page we illustrate some well known time series models that can be represented using Bayesian networks.
The list is not exhaustive, and Bayesian networks also allow extensions of these models.
Auto regressive model
A multivariate auto regressive model, known as a vector auto regressive model
N-Order Markov model
A first order Markov model, also known as a Markov chain
Hidden Markov model
Mixture of auto regressive models
Kalman filter
