A Bayesian Approach to Short-term Forecasting

DOI10.1057/JORS.1971.78MaRDI QIDQ5631986zbMATH OpenOpenAlexFDO

Authors

Publication date 1971

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/jors.1971.78

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

Cited in

(17)

• A Bayesian Approach to Understanding Time Series Data
• A skewed Kalman filter
• Bayesian estimation procedure in multiprocess non-linear dynamic generalized model
• Estimation in the multiprocess dynamic generlized linear model
• A review of Bayesian dynamic forecasting models: applications in marketing
• Parsimonious modelling and forecasting of seasonal time series
• A systems approach to recursive economic forecasting and seasonal adjustment
• A simple hidden markov model for bayesian modeling with time dependent data
• The linear growth credibility model
• Non-stationary parameter estimation for small sample situations: A comparison of methods
• Hierarchical Bayesian models applied to air surveillance radars
• GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models
• Recent developments in time series forecasting
• Recursive estimation of the observation and process noise covariances in online Kalman filtering
• ON-LINE VARIANCE ESTIMATION FOR THE STEADY STATE BAYESIAN FORECASTING MODEL
• Monitoring changes in exponential family models: a two-sided Bayesian decision approach
• Analytical uses of Kalman filtering in econometrics — A survey

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