4

Time Series: Dynamic Bayesian Networks

All the examples we have considered up to this point are static: each statistical individual is measured just once at some point in time. Many interesting problems, however, are dynamic in nature and the analysis of the data they generate focuses on how individuals evolve over time. BNs presented in previous chapters can be extended into dynamic BNs (DBNs) to perform this kind of analysis, which will be the topic of this chapter.

4.1 Introductory Example: Domotics

Suppose we have a house in which we want to install a microcontroller that opens and closes windows to improve air quality through passive ventilation depending on outside conditions. The microcontroller will be connected to a number of ...

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