๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Bayesian analysis of a switching linear model

โœ Scribed by Donald Holbert


Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
544 KB
Volume
19
Category
Article
ISSN
0304-4076

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Linear combination of forecasts: A gener
โœ Dr G. Anandalingam; Dr Lian Chen ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 809 KB

We provide a general Bayesian model for combining forecasts from experts (or forecasting models) who might be biased and correlated with each other. The combination procedure involves debiasing and then combining unbiased forecasts. We also provide a sequential method for learning about the forecast