NestAR: Nested Sampling for ARIMA Model Selection

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Authors: Naik, Ajinkya
Cited by: 0

Abstract

This Zenodo record contains the python code, nested sampling chains and evidence data associated with the paper "Nested Sampling for ARIMA Model Selection" (arXiv:2512.01929). The archive includes: A Python notebook (plots.ipynb) that reproduces all figures and plots appearing in the manuscript. A plots directory containing all figures and plots presented in the paper in their final form. Additional Python notebooks demonstrating the application of the NestAR framework to both simulated and astronomical time-series datasets. The heatmap_data directory containing the log-evidence values obtained from the ARIMA grid-search analyses. The NS_Chains directory containing the nested-sampling chains used throughout the study. Software dependencies and installation instructions are provided in the accompanying GitHub repository.

Fields of Study & Subjects

Financial Risk and Volatility Modeling Data Analysis with R Statistical and numerical algorithms

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
23 June 2026