In this video, we want to use Bayesian statistics to smooth a time series of 4-gram frequency. The smoothed series would be used to answer our question of whether native speakers still use the phrases discussed in the video. The data is from 1980 to 2019.

Source code: https://github.com/stephanielees/smoo...

00:00 Intro
00:26 The data
02:45 Dynamic Linear Model (DLM)
07:32 Filtering, aka fitting the DLM
10:28 Smoothing in DLM

Application with R:
14:43 Load the packages and the core function
17:38 Raining cats and dogs
28:24 Come rain or shine


#timeseries #bayesian #statistics #datascience #Rprogramming