A Bayesian Approach to Short-term Forecasting
From MaRDI portal
Publication:5631986
DOI10.1057/jors.1971.78zbMath0225.62128OpenAlexW2090650813MaRDI QIDQ5631986
No author found.
Publication date: 1971
Published in: Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/jors.1971.78
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)
Related Items
ON-LINE VARIANCE ESTIMATION FOR THE STEADY STATE BAYESIAN FORECASTING MODEL, A simple hidden markov model for bayesian modeling with time dependent data, Hierarchical Bayesian models applied to air surveillance radars, Recent developments in time series forecasting, Estimation in the multiprocess dynamic generlized linear model, The linear growth credibility model, Analytical uses of Kalman filtering in econometrics — A survey, Recursive estimation of the observation and process noise covariances in online Kalman filtering, Non-stationary parameter estimation for small sample situations: A comparison of methods, A Bayesian Approach to Understanding Time Series Data, GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models, A skewed Kalman filter, Monitoring changes in exponential family models: a two-sided Bayesian decision approach, A systems approach to recursive economic forecasting and seasonal adjustment, Parsimonious modelling and forecasting of seasonal time series, Bayesian estimation procedure in multiprocess non-linear dynamic generalized model