Bayesian forecasting

MaRDI QIDQ578789zbMATH OpenFDO

Authors J. Mortera

Publication date 1986

Published in Metron (Search for Journal in Brave)

zbMATH Keywords

advertisingautoregressive modelsBayesian updatingconsumer behaviourdiscount Bayesian modelsdisturbance covariancedynamic regressiondynamical linear modelsexponential familyforecastinggeneralized linear modelslinear growth modelslinear time series modelsnormal distribution assumptionspredictionunknown noise

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear inference, regression (62J99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20)

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Cited in

(12)

• Bayesian forecasting and dynamic models
• Using the Bayesian Shtarkov solution for predictions
• scientific article; zbMATH DE number 3862229 (Why is no real title available?)
• Bayesian forecasting with the Holt–Winters model
• Dynamic Generalized Linear Models and Bayesian Forecasting
• scientific article; zbMATH DE number 3932263 (Why is no real title available?)
• A Bayesian Model to Predict Saturation and Logistic Growth
• Monitoring and Adaptation in Bayesian Forecasting Models
• A Comparison of the Characteristics of Some Bayesian Forecasting Models
• scientific article; zbMATH DE number 1110840 (Why is no real title available?)
• scientific article; zbMATH DE number 2119840 (Why is no real title available?)
• Probabilistic Forecasting and Bayesian Data Assimilation

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