Forecasting via Fokker-Planck using conditional probabilities

DOI10.1007/978-3-319-96944-2_1MaRDI QIDQ2419605zbMATH OpenOpenAlexFDO

Authors Chris Montagnon

Publication date 14 June 2019

Full work available at URL https://doi.org/10.1007/978-3-319-96944-2_1

zbMATH Keywords

forecastingFokker-Planck equationconditional probabilitystock controlparameter distribution

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited in

(7)

• scientific article; zbMATH DE number 4003268 (Why is no real title available?)
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• Sample distribution function construction for non-stationary time-series forecasting
• A closed solution to the Fokker-Planck equation applied to forecasting
• Conditional forecasts on SVAR models using the Kalman filter
• Probabilistic Sales Forecasting for Small and Medium-Size Business Operations
• Estimating multivariate conditional distributions -- an application to the truck sales forecast

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