Monitoring and Adaptation in Bayesian Forecasting Models

DOI10.2307/2289006zbMath0648.62098OpenAlexW4249507692MaRDI QIDQ3793585

P. Jeff Harrison, Mike West

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2289006

zbMATH Keywords

time serieschange pointsdynamic modelspredictive abilitytracking signalsforecast controlforecast monitoringnonlinear Bayesian forecasting modelsrejecting outliers

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

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