Bayesian estimation methods for combined forecasting
[1]ZHANG Xinyu,Sun Fuzhao,Yang Songhua.Bayesian estimation methods for combined forecasting[J].Journal of Zhengzhou University (Engineering Science),2002,23(04):87-90.[doi:10.3969/j.issn.1671-6833.2002.04.024]
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Journal of Zhengzhou University (Engineering Science)[ISSN
1671-6833/CN
41-1339/T] Volume:
23
Number of periods:
2002年04期
Page number:
87-90
Column:
Public date:
1900-01-01
- Title:
- Bayesian estimation methods for combined forecasting
- CLC:
- -
- Abstract:
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Using Bayesian estimation method, using prior information, prediction information and sample information, the prior distribution, the posterior distribution under the prediction information, and the posterior distribution under the fitting information are derived, six combined prediction methods of the value yt0 of the quantity to be predicted at t time are given, and compared. Finally, the influence of subjective parameters on the model results is analyzed.
- References:
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- Similar References:
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Last Update:
1900-01-01
