Bayesian Forecasting via Deterministic Model
β Scribed by Roman Krzysztofowicz
- Book ID
- 109157330
- Publisher
- Springer
- Year
- 1999
- Tongue
- English
- Weight
- 831 KB
- Volume
- 19
- Category
- Article
- ISSN
- 1573-9147
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract This paper investigates Bayesian forecasts for some cointegrated time series data. Suppose data are derived from some cointegrated model, but, an unrestricted vector autoregressive model, without including cointegrated conditions, is fitted; the implication of using an incorrect model w
The fuzzy time series has recently received increasing attention because of its capability of dealing with vague and incomplete data. There have been a variety of models developed to either improve forecasting accuracy or reduce computation overhead. However, the issues of controlling uncertainty in
In this paper we consider the problem facing a company in selecting the values of bids to submit on a sequence of contracts put out to tender. A simple-to-implement Bayesian forecasting model is presented, based on a steady Dirichlet process whose states are indexed by the possible bid decisions ope
## Abstract Recent empirical work has considered the prediction of inflation by combining the information in a large number of time series. One such method that has been found to give consistently good results consists of simple equalβweighted averaging of the forecasts from a large number of diffe