| 非正态假定下贝叶斯动态线性模型的监控研究 |
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| 引用本文： | 高理峰,刘福升.非正态假定下贝叶斯动态线性模型的监控研究[J].数学杂志,2005,25(3):245-248. |
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| 作者姓名： | 高理峰 刘福升 |
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| 作者单位： | 1. 临沂师范学院数学系,山东,临沂,276005
2. 山东科技大学信息科学与工程学院,山东,泰安,271019 |
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| 摘 要： | 对非正态假定下贝叶斯动态模型，特别是非线性的模型的监控，一直是个难题．本文通过构建基于样本点的统计量，实现了对非正态假定下贝叶斯动态线性模型的监控．该方法也适用于非线性的贝叶斯动态模型．
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| 关 键 词： | 贝叶斯动态模型 随机模拟 χ^2-统计量 |
THE MONITORING OF BAYESIAN DYNAMIC LINEAR MODELS WITHOUT NORMAL ASSUMPTIONS |
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| GAO Li-feng,LIU Fu-sheng.THE MONITORING OF BAYESIAN DYNAMIC LINEAR MODELS WITHOUT NORMAL ASSUMPTIONS[J].Journal of Mathematics,2005,25(3):245-248. |
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| Authors: | GAO Li-feng LIU Fu-sheng |
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| Abstract: | Ever since, the monitoring of Bayesian Dynamic Models without normal assumptions, especially nonlinear, is a difficult problem. In this paper, by constructing the statistic based on sampling points, we realize the monitoring of Bayesian Dynamic Linear Models without normal assumptions. Furthermore, we point out that this method can be generalized to Nonlinear Bayesian Dynamic Models. |
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| Keywords: | Bayesian dynamic models random simulation χ2 -statistic |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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