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Bayesian estimation and forecasting in non-linear models application to an LSTAR model

✍ Scribed by Anne Peguin-Feissolle

Book ID: 116101824
Publisher: Elsevier Science
Year: 1994
Tongue: English
Weight: 409 KB
Volume: 46
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(94)00478-1

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## Abstract We present a forecasting model based on fuzzy pattern recognition and weighted linear regression. In this model fuzzy pattern recognition is used to find homogeneous fuzzy classes in a heterogeneous data set. It is assumed that the classes represent typical situations. For each class a