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A Bayesian Model of Cycle Time Prediction

โœ Scribed by Christina Y. J. Chen; Edward I. George; Valerie Tardif


Book ID
110295787
Publisher
Taylor and Francis Group
Year
2001
Tongue
English
Weight
213 KB
Volume
33
Category
Article
ISSN
0740-817X

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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 r