NestAR: Nested Sampling for ARIMA Model Selection
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