Multiagent Bayesian forecasting of structural time-invariant dynamic systems with graphical models

DOI10.1016/J.IJAR.2010.07.004MaRDI QIDQ648365zbMATH OpenOpenAlexFDO

Authors Yang Xiang, Jeff Kroes, Jim Q. Smith

Publication date 22 November 2011

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2010.07.004

zbMATH Keywords

forecastingBayesian networksgraphical modelsprobabilistic inferencemultiagent systemsmultiply sectioned Bayesian networks

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90) Inference from stochastic processes and prediction (62M20)

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Cites work

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• Dynamic multiagent probabilistic inference
• Probabilistic Reasoning in Multiagent Systems
• The Multi-Agent System for Prediction of Financial Time Series
• Time series: theory and methods.

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(3)

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