@article{JMLR:v19:18-009,
  author  = {Jinwen Qiu and S. Rao Jammalamadaka and Ning Ning},
  title   = {Multivariate Bayesian Structural Time Series Model},
  journal = {Journal of Machine Learning Research},
  year    = {2018},
  volume  = {19},
  number  = {68},
  pages   = {1--33},
  url     = {http://jmlr.org/papers/v19/18-009.html}
}