Forecasting with non-homogeneous hidden Markov models (Q5970616): Difference between revisions

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Latest revision as of 03:03, 6 July 2024

scientific article; zbMATH DE number 6125938
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English
Forecasting with non-homogeneous hidden Markov models
scientific article; zbMATH DE number 6125938

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    Forecasting with non-homogeneous hidden Markov models (English)
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    16 January 2013
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    exogenous variables
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    Markov chain Monte Carlo
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    multinomial regression
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    prediction
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    reversible jump
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    numerical examples
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    Bayesian forecasting
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