Forecasting Short Time Series with the Bayesian Autoregression and the Soft Computing Prior Information

DOI10.1007/978-3-319-10765-3_10zbMATH Open1381.62257OpenAlexW2158415245MaRDI QIDQ2808103FDOQ2808103

Authors: Olgierd Hryniewicz, Katarzyna Kaczmarek 

Publication date: 26 May 2016

Published in: Strengthening Links Between Data Analysis and Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-10765-3_10

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zbMATH Keywords

classificationtime series forecastingBayesian methodsdata analysissupport vector machineautoregressiondecision supportsummarization

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cites Work

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• Contemporary Bayesian Econometrics and Statistics
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• A new approach to the summarization of data

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