Bayesian forecasting' is a time series method of forecasting which (in the United Kingdom) has become synonymous with the state space formulation of Harrison and Stevens (1976). The approach is distinct from other time series methods in that it envisages changes in model structure. A disjoint class
Rain-fall modeling: An Application of Bayesian forecasting
β Scribed by Migon, Helio S. ;Monteiro, Ana Beatriz S.
- Publisher
- Springer
- Year
- 1997
- Tongue
- English
- Weight
- 733 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0931-1955
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## Abstract A nonlinear geometric combination of statistical models is proposed as an alternative approach to the usual linear combination or mixture. Contrary to the linear, the geometric model is closed under the regular exponential family of distributions, as we show. As a consequence, the distr
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