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

point forecastsnormal modelMarkov stopping-control processessequential forecast processsequential sufficiency of forecasts

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 3978864
• To protect or not to protect: Bayes decisions with forecasts
• Technical Note—Identifying Forecast Horizons in Nonhomogeneous Markov Decision Processes
• Forecasting Markov-switching dynamic, conditionally heteroscedastic processes
• Forecasting point and continuous processes: Prequential analysis

Cited in

(14)

• scientific article; zbMATH DE number 410130 (Why is no real title available?)
• scientific article; zbMATH DE number 4143167 (Why is no real title available?)
• scientific article; zbMATH DE number 541193 (Why is no real title available?)
• Application of prediction models using fuzzy sets: a Bayesian inspired approach
• Revision of possibility distributions: A Bayesian inference pattern
• Forecasting Markov-switching dynamic, conditionally heteroscedastic processes
• To protect or not to protect: Bayes decisions with forecasts
• 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
• Forecast horizon in nonstationary Markov decision problems
• The propagation of uncertainty in human mortality processes operating in stochastic environments
• Decision models for categorical and probabilistic weather forecasts
• scientific article; zbMATH DE number 3978864 (Why is no real title available?)
• Forecasting procedure based on full information

This page was built for publication: Markovian Forecast Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4728069)