منابع مشابه
Bayesian Forecasting
Bayesian forecasting is a natural product of a Bayesian approach to inference. The Bayesian approach in general requires explicit formulation of a model, and conditioning on known quantities, in order to draw inferences about unknown ones. In Bayesian forecasting, one simply takes a subset of the unknown quantities to be future values of some variables of interest. This paper presents the princ...
متن کاملBayesian Forecasting
Bayesian Forecasting encompasses statistical theory and methods in time series analysis and time series forecasting, particularly approaches using dynamic and state space models, though the underlying concepts and theoretical foundation relate to probability modelling and inference more generally. This entry focuses speciically in the time series and dynamic modelling domain, with mention of re...
متن کاملBayesian forecasting in economics
s The Bayesian paradigm uses probabilities to express uncertainty about all unknowns. This defining characteristic of the paradigm renders it the natural choice for use in forecasting, with uncertainty about the unknown future being automatically quantified in probabilistic terms. Moreover, the simple rules of probability that underlie the Bayesian approach yield probabilistic forecasts that re...
متن کاملAdaptive approximate Bayesian computation
Sequential techniques can enhance the efficiency of the approximate Bayesian computation algorithm, as in Sisson et al.’s (2007) partial rejection control version. While this method is based upon the theoretical works of Del Moral et al. (2006), the application to approximate Bayesian computation results in a bias in the approximation to the posterior. An alternative version based on genuine im...
متن کاملApproximate Bayesian Computation
Approximate Bayesian computation (ABC) constitutes a class of computational methods rooted in Bayesian statistics. In all model-based statistical inference, the likelihood function is of central importance, since it expresses the probability of the observed data under a particular statistical model, and thus quantifies the support data lend to particular values of parameters and to choices amon...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2019
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2018.08.003