Bayesian forecasting

MaRDI QIDQ578789zbMATH OpenFDO

Authors J. Mortera

Publication date 1986

Published in Metron (Search for Journal in Brave)

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)

Recommendations

• Dynamic Generalized Linear Models and Bayesian Forecasting
• A Comparison of the Characteristics of Some Bayesian Forecasting Models
• Finite population prediction under dynamic generalized linear models
• Bayesian forecasting and dynamic models
• Bayesian econometrics and forecasting. (With comments)

Cited in

(12)

• 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
• scientific article; zbMATH DE number 3862229 (Why is no real title available?)
• A Bayesian Model to Predict Saturation and Logistic Growth
• scientific article; zbMATH DE number 1110840 (Why is no real title available?)
• Bayesian forecasting with the Holt–Winters model
• scientific article; zbMATH DE number 3932263 (Why is no real title available?)
• Bayesian forecasting and dynamic models
• Dynamic Generalized Linear Models and Bayesian Forecasting
• scientific article; zbMATH DE number 2119840 (Why is no real title available?)

This page was built for publication: Bayesian forecasting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q578789)