𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Factoring Gaussian precision matrices for linear dynamic models

✍ Scribed by Joe Frankel; Simon King

Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
321 KB
Volume
28
Category
Article
ISSN
0167-8655

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Covariance estimation for multivariate c
Covariance estimation for multivariate conditionally Gaussian dynamic linear models
✍ K. Triantafyllopoulos πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 245 KB πŸ‘ 1 views

## Abstract In multivariate time series, estimation of the covariance matrix of observation innovations plays an important role in forecasting as it enables computation of standardized forecast error vectors as well as the computation of confidence bounds of forecasts. We develop an online, non‐ite

Dynamic linear programming models for li
Dynamic linear programming models for livestock farms
✍ A. Propoi πŸ“‚ Article πŸ“… 1979 πŸ› John Wiley and Sons 🌐 English βš– 481 KB πŸ‘ 2 views

This paper considers the dynamic linear programming model for multispecies livestock farming with a feed production subsystem. The problem is to determine the optimal livestock mix with the projected growth rate and corresponding development of feed production in order to obtain the maximum profit

Variance estimation for multivariate dyn
Variance estimation for multivariate dynamic linear models
✍ Emanuel Barbosa; Jeff Harrison πŸ“‚ Article πŸ“… 1992 πŸ› John Wiley and Sons 🌐 English βš– 383 KB πŸ‘ 1 views

The problem of estimating unknown observational variances in multivariate dynamic linear models is considered. Conjugate procedures are possible for univariate models and also for special very restrictive common components models but they are not generally applicable. However, for clarity of operati