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
Slideshow Time Series 4

N-Order Markov model

A first order Markov model, also known as a Markov chain
Markov Chain

Hidden Markov model

Exercise Most Probable SequenceMPE

Mixture of auto regressive models

Mixture Auto Regressive

Kalman filter

Kalman Filter