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

DOI10.1007/978-3-319-10765-3_10MaRDI QIDQ2808103zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1330029 (Why is no real title available?)
• scientific article; zbMATH DE number 1332320 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• A new approach to the summarization of data
• Contemporary Bayesian Econometrics and Statistics

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