dbnlearn

It allows to learn the structure of univariate time series, learning parameters and forecasting. Implements a model of Dynamic Bayesian Networks with temporal windows, with collections of linear regressors for Gaussian nodes, based on the introductory texts of Korb and Nicholson (2010) doi:10.1201/b10391 and Nagarajan, Scutari and Lèbre (2013) doi:10.1007/978-1-4614-6446-4.