A Bayesian Approach for Predicting With Polynomial Regression of Unknown Degree
نویسندگان
چکیده
منابع مشابه
A Bayesian Approach for Predicting With Polynomial Regression of Unknown Degree
This article presents a comparison of four methods to compute the posterior probabilities of the possible orders in polynomial regression models. These posterior probabilities are used for forecasting by using Bayesian model averaging. It is shown that Bayesian model averaging provides a closer relationship between the theoretical coverage of the high density predictive interval (HDPI) and the ...
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ژورنال
عنوان ژورنال: Technometrics
سال: 2005
ISSN: 0040-1706,1537-2723
DOI: 10.1198/004017004000000581