Monte carlo filter using the genetic algorithm operators

DOI10.1080/00949659708811843zbMath0896.62097OpenAlexW1970076554MaRDI QIDQ4361980

Tomoyuki Higuchi

Publication date: 28 October 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811843

zbMATH Keywords

predictiongenetic algorithmseasonal adjustmentgeneralized state space modelBayesian approachself-organizingGSSM

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

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• Bayesian forecasting and dynamic models
• Non-Gaussian seasonal adjustment
• Bayesian Inference in Cyclical Component Dynamic Linear Models
• Dynamic Generalized Linear Models and Bayesian Forecasting
• Non-Gaussian State-Space Modeling of Nonstationary Time Series
• Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models

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