Bayesian forecasting

zbMATH Open0624.62034MaRDI QIDQ578789FDOQ578789

Authors: J. Mortera 

Publication date: 1986

Published in: Metron (Search for Journal in Brave)

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zbMATH Keywords

predictionforecastingadvertisinggeneralized linear modelsexponential familydynamic regressionautoregressive modelsBayesian updatingconsumer behaviourdiscount Bayesian modelsdisturbance covariancedynamical linear modelslinear growth modelslinear time series modelsnormal distribution assumptionsunknown noise

Mathematics Subject Classification ID

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

Cited In (12)

• Bayesian forecasting with the Holt–Winters model
• Title not available (Why is that?)
• Dynamic Generalized Linear Models and Bayesian Forecasting
• Using the Bayesian Shtarkov solution for predictions
• Probabilistic Forecasting and Bayesian Data Assimilation
• Monitoring and Adaptation in Bayesian Forecasting Models
• A Comparison of the Characteristics of Some Bayesian Forecasting Models
• A Bayesian Model to Predict Saturation and Logistic Growth
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian forecasting and dynamic models
• Title not available (Why is that?)

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