✦ LIBER ✦

A bayesian approach to modelling stochastic cycles

✍ Scribed by G. H. Brasil; Prof. R. C. Souza

Publisher: John Wiley and Sons
Year: 1993
Tongue: English
Weight: 625 KB
Volume: 12
Category: Article
ISSN: 0277-6693
DOI: 10.1002/for.3980120606

No coin nor oath required. For personal study only.

✦ Synopsis

This article deals with a fully Bayesian approach to describe the cyclical behaviour of a univariate time series. A damped sine wave where both the period and the damping factor are time varying is assumed as the underlying mathematical model for the cyclical component. The model is applied to two real data sets; the annual rainfall observations in Fortaleza, Brazil, and the annual Wolf sunspot numbers.

📜 SIMILAR VOLUMES

A Bayesian Approach to Modelling the Obs

A Bayesian Approach to Modelling the Observed Bovine Spongiform Encephalopathy Epidemic

✍ J. D. Cooper; P. J. Harrison 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 275 KB 👁 2 views

The threat of Bovine Spongiform Encephalopathy (BSE) to humans was realized in March 1996, when the Spongiform Encephalopathy Advisory Committee (SEAC) reported to the government that the most likely explanation of the new variant Creutsfeldt±Jakob Disease (nvCJD) in humans was exposure to the BSE a

A hybrid Bayesian back-propagation neura

A hybrid Bayesian back-propagation neural network approach to multivariate modelling

✍ C. G. Chua; A. T. C. Goh 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 253 KB

A bayesian decision approach to model mo

A bayesian decision approach to model monitoring and cusums

✍ P. J. Harrison; P. P. Veerapen 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 463 KB

## Abstract Cumulative Sum techniques are widely used in quality control and model monitoring. A single‐sided cusum may be regarded essentially as a sequence of sequential tests which, in many cases, such as those for the Exponential Family, is equivalent to a Sequence of Sequential Probability Rat

Bayesian Approach to Inverse Problems (I

Bayesian Approach to Inverse Problems (Idier/Bayesian) || Gibbs-Markov Image Models

A semi-parametric Bayesian approach to g

A semi-parametric Bayesian approach to generalized linear mixed models

✍ Ken P. Kleinman; Joseph G. Ibrahim 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 170 KB 👁 2 views

The linear mixed effects model with normal errors is a popular model for the analysis of repeated measures and longitudinal data. The generalized linear model is useful for data that have non-normal errors but where the errors are uncorrelated. A descendant of these two models generates a model for

Generalized exponential growth models a

Generalized exponential growth models a bayesian approach

✍ Helio S. Migon; Dani Gamerman 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 607 KB

A broad class of normal and non-normal models for processes with nonnegative and non-decreasing mean function is presented. This class is called exponential growth models and the inferential procedure is based on dynamic Bayesian forecasting techniques. The aim is to produce the analysis on the orig