| 采样间隔非均匀情况下的季节模型及其贝叶斯预测 |
| |
| 引用本文： | 蒋金凤,刘福升,张孝令.采样间隔非均匀情况下的季节模型及其贝叶斯预测[J].山东科技大学学报(自然科学版),1999(1). |
| |
| 作者姓名： | 蒋金凤 刘福升 张孝令 |
| |
| 作者单位： | 山东矿业学院应用数学与软件工程系 |
| |
| 摘 要： | 主要给出了采样间隔非均匀情况下的季节因子动态线性模型、季节效应动态线性模型和Ｆｏｕｒｉｅｒ形式的季节效应模型，当观测误差方差Ｖｔｉ已知时，给出了它们的先验分布、预测分布和后验分布的修正递推算法。
|
| 关 键 词： | 采样间隔 季节模型 贝叶斯预测 |
Seasonal Models Under the Condition of Nonuniform Sampling Intervals and Its Bayesian Forecasting |
| |
| Jiang Jinfeng,Liu Fusheng,Zhang Xiaoling.Seasonal Models Under the Condition of Nonuniform Sampling Intervals and Its Bayesian Forecasting[J].Journal of Shandong Univ of Sci and Technol: Nat Sci,1999(1). |
| |
| Authors: | Jiang Jinfeng Liu Fusheng Zhang Xiaoling |
| |
| Institution: | Dept. of Appl. Math. and Software Eng. SIMT |
| |
| Abstract: | This paper presents mainly the seasonal factor dynamic-linear models,seasonal effect dynamic-einear models and seasonal effects models with Fourier form under The condition of non uniform sampling intervals,and gives out their updating recurrence algorithm of prior distributions,forecast destributions and posterior distributions with regard to the variance V ti of observational error known. |
| |
| Keywords: | sampling intervaals seasonal model Bayesian forecasting |
| 本文献已被 CNKI 等数据库收录！ |
