منابع مشابه
Coherent Predictions of Low Count Time Series
The application of traditional forecasting methods to discrete count data yields forecasts that are non-coherent. That is, such methods produce non-integer point and interval predictions which violate the restrictions on the sample space of the integer variable. This paper presents a methodology for producing coherent forecasts of low count time series. The forecasts are based on estimates of t...
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Frames which can be generated by the action of some operators (e.g. translation, dilation, modulation, ...) on a single element $f$ in a Hilbert space, called coherent frames. In this paper, we introduce a class of continuous frames in a Hilbert space $mathcal{H}$ which is indexed by some locally compact group $G$, equipped with its left Haar measure. These frames are obtained as the orbits of ...
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The application of traditional forecasting methods to discrete count data yields forecasts that are non-coherent. That is, such methods produce non-integer point and interval predictions which violate the restrictions on the sample space of the integer variable. This paper presents a Bayesian methodology for producing coherent forecasts of low count time series. The forecasts are based on estim...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1985
ISSN: 0090-5364
DOI: 10.1214/aos/1176349669