Measurement Models for Time Series Analysis: Estimating Dynamic Linear Errors-in-Variables Models

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Structure Theory for Linear Dynamic Errors-in-variables Models

We deal with problems connected with the identification of linear dynamic systems in situations when inputs and outputs may be contaminated by noise. The case of uncorrelated noise components and the bounded noise case is considered. If also the inputs may be contaminated by noise, a number of additional complications in identification arise, in particular the underlying system is not uniquely ...

متن کامل

LINEAR DYNAMIC ERRORS - IN - VARIABLES MODELS Some Structure Theory

This paper gives a survey of some recent results on problems of identifability (or, more general, of the relation between the observations and certain system characteristics) for linear dynamic errors-in-variables models. For a large part of the paper the noise components are assumed to be mutually uncorrelated. After the general problem statement. a rather complete analysis of the single-input...

متن کامل

Which Methodology is Better for Combining Linear and Nonlinear Models for Time Series Forecasting?

Both theoretical and empirical findings have suggested that combining different models can be an effective way to improve the predictive performance of each individual model. It is especially occurred when the models in the ensemble are quite different. Hybrid techniques that decompose a time series into its linear and nonlinear components are one of the most important kinds of the hybrid model...

متن کامل

a time-series analysis of the demand for life insurance in iran

با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند

Dynamic generalized linear models for non-Gaussian time series forecasting

The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear estimation, we describe the theoretical framework and then we provide detailed examples of response distributions, including binomial, Poisson, negative binomi...

متن کامل

ذخیره 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: Political Analysis

سال: 1998

ISSN: 1047-1987,1476-4989

DOI: 10.1093/pan/7.1.165