Time Series Analysis, Bayesian Modeling, Machine Learning, TensorFlow.
distributed random variables εₜ, ηₜ, and with the constant ω. Due to the noise term εₜ our observations can be slightly below/above the true value of Zₜ. We can eliminate Zₜ dependency in Yₜ: Since Yₜ is a linear combination of Gaussian random variables it is also Gaussian with the following