Markovian Forecast Processes

DOI10.2307/2289121MaRDI QIDQ4728069zbMATH OpenOpenAlexFDO

Authors Roman Krzysztofowicz

Publication date 1987

Full work available at URL https://doi.org/10.2307/2289121

zbMATH Keywords

Markov stopping-control processesnormal modelpoint forecastssequential forecast processsequential sufficiency of forecasts

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical analysis (62L10) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20)

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Cited in

(15)

• Decision models for categorical and probabilistic weather forecasts
• Revision of possibility distributions: A Bayesian inference pattern
• Application of prediction models using fuzzy sets: a Bayesian inspired approach
• Forecasting Markov-switching dynamic, conditionally heteroscedastic processes
• The propagation of uncertainty in human mortality processes operating in stochastic environments
• Forecasting procedure based on full information
• scientific article; zbMATH DE number 4143167 (Why is no real title available?)
• Forecast horizon in nonstationary Markov decision problems
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• scientific article; zbMATH DE number 541193 (Why is no real title available?)
• scientific article; zbMATH DE number 1368830 (Why is no real title available?)
• Technical Note—Identifying Forecast Horizons in Nonhomogeneous Markov Decision Processes
• Analysis and forecasting of expected incomes in Markov networks with bounded waiting time for the claims
• To protect or not to protect: Bayes decisions with forecasts

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