Dynamic Latent Class Model Averaging for Online Prediction
DOI10.1002/for.2315zbMath1365.62474OpenAlexW2140228108MaRDI QIDQ5270441
Yasuo Amemiya, Hongxia Yang, Jonathan R. M. Hosking
Publication date: 23 June 2017
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.2315
exponential forgettingclusteringanalysisGibbs algorithmMarkov chain modelforward filtering backward samplingpolychotomous regression model
Computational methods in Markov chains (60J22) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Numerical analysis or methods applied to Markov chains (65C40) Prediction theory (aspects of stochastic processes) (60G25)
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