عنوان

Discount Bayesian models and forecasting

شماره

TLets261333

عنوان اصلي

Discount Bayesian models and forecasting

نام عام مواد

[Thesis]

نام نخستين پديدآور

Ameen, Jamal Rasul Mohammad

نام ناشر، پخش کننده و غيره

University of Warwick

تاریخ نشرو بخش و غیره

1984

جزئيات پايان نامه و نوع درجه آن

Thesis (Ph.D.)

امتياز متن

1984

متن يادداشت

This thesis is concerned with Bayesian forecasting and sequential estimation. The concept of multiple discounting is introduced in order to achieve parametric and conceptual parsimony. In addition, this overcomes many of the drawbacks of the Normal Dynamic Linear Model (DLM) specification which uses a system variance matrix. These drawbacks involve ambiguity and invariance to the scale of independent variables. A class of Normal Discount Bayesian Models (NDBM) is introduced to overcome these difficulties. Facilities for parameter learning and multiprocess modelling are provided. Unlike the DLM's, many limiting results are easily obtained for NDBMM's. A general class of Normal Weighted Bayesian Models (NWBM) is introduced. This includes the class of DLM's as a special case. Other important subclasses of Extended and Modified NWBM's are also introduced. These are particularly useful in modelling discontinuities and for systems which operates according to the principle of Management by Exception. A number of illustrative applications are given.

موضوع مستند نشده

QA Mathematics

مستند نام اشخاص تاييد نشده

Ameen, Jamal Rasul Mohammad

مستند نام تنالگان تاييد نشده

University of Warwick

نام الکترونيکي

فرمت انتشار

p

نوع ماده

[Thesis]

کد کاربرگه

276903

سطح دسترسي

a

تكميل شده

Y