[1]张新育,孙甫照,杨松华..组合预测的贝叶斯估计方法[J].郑州大学学报(工学版),2002,23(04):87-90.[doi:10.3969/j.issn.1671-6833.2002.04.024]
　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]

点击复制

组合预测的贝叶斯估计方法()

分享到：

《郑州大学学报(工学版)》[ISSN:1671-6833/CN:41-1339/T]

卷:

23

期数:

2002年04期

页码:

87-90

栏目:

出版日期:

1900-01-01

文章信息/Info

Title:

Bayesian estimation methods for combined forecasting

作者:

张新育; 孙甫照; 杨松华.

郑州大学工程力学系,河南,郑州,450002, 驻马店师范学院物理系,河南,驻马店,463000

Author(s):

ZHANG Xinyu; Sun Fuzhao; Yang Songhua

关键词:

组合预测;  先验分布;  后验分布;  贝叶斯估计

Keywords:

Combined forecasting;  a priori distribution;  posterior distribution;  Bayesian estimate

DOI:

10.3969/j.issn.1671-6833.2002.04.024

文献标志码:

A

摘要:

运用贝叶斯估计方法,利用先验信息、预测信息和样本信息,导出了先验分布、预测信息下的后验分布、拟合信息下的后验分布,从而给出了待预测量在t时刻值yt0的六种组合预测方法,并进行了对比.最后分析了主观参数对模型结果的影响.

Abstract:

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.

常用功能