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贝叶斯动态线性模型的组合预测
Combinatorial Forecast of Bayesian Dynamic Linear Models
【摘要】 组合预测就是将随机变量或向量的点预测进行组合 ,这些预测是根据几个模型所给出的。一般的方法是求这些点预测的算术平均值。本文给出的是根据模型的预测精度确定权的贝叶斯动态线性模型的组合预测 ,它的预测精度比取算术平均值的预测精度高
【Abstract】 Combinatorical forecast means combination of point forecasts from several random variables or vectors, which are gotten by several models. The general method is to compute their arithmetical means. This paper gives combinatorial forecast of Bayesian dynamic linear model in which its weight is decided according to their forecast precision. It’s forecast precision is higher than that of arithetical means.
【关键词】 贝叶斯动态线性模型;
组合预测;
预测精度;
【Key words】 Bayesian dynamic linear model; combinatorial forecast; forecast precision.;
【Key words】 Bayesian dynamic linear model; combinatorial forecast; forecast precision.;
- 【文献出处】 山东科技大学学报(自然科学版) ,Journal of Shandong Inst.of Min.& Tech , 编辑部邮箱 ,2002年03期
- 【分类号】O212.8
- 【被引频次】10
- 【下载频次】370