An Approximate Bayesina Algorithm for Combining Forecasts

Kim-Hung Li; Heung Wong; Marvin Troutt

首页> 外文期刊>Decision Sciences >An Approximate Bayesina Algorithm for Combining Forecasts

【24h】

An Approximate Bayesina Algorithm for Combining Forecasts

机译：组合预测的近似贝叶斯算法

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

In this paper we propose a consensus forecasting method based on a convex combination of individual forecast densities. The exact Bayesian updating of the convex combination weighs is very complex and practically prohibitive. We propose a simple sequential updating alternative method based on function approximation. Several examples illus- trate the method.

机译：在本文中，我们提出了一种基于单个预测密度的凸组合的共识预测方法。凸组合秤的精确贝叶斯更新非常复杂，实际上是禁止的。我们提出了一种基于函数逼近的简单的顺序更新替代方法。有几个例子说明了该方法。

著录项

来源
《Decision Sciences》 |2001年第3期|p.453-472|共20页
作者
Kim-Hung Li; Heung Wong; Marvin Troutt;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类决策学;
关键词
Financial Models; Statistics; Term Structure;

机译：财务模型;统计;期限结构;

相似文献

外文文献
中文文献
专利

1. A new model for learning-based forecasting procedure by combining k-means clustering and time series forecasting algorithms [J] . Kristoko Dwi Hartomo, Yessica Nataliani PeerJ Computer Science . 2021,第a期

机译：基于学习的预测过程的新模型通过组合K-Means聚类和时间序列预测算法
2. An Approximate Algorithm Combining P Systems and Active Evolutionary Algorithms for Traveling Salesman Problems [J] . X. Song, J. Wang International journal of computers, communications & control . 2015,第1期

机译：结合P系统和主动进化算法求解旅行商问题的近似算法。
3. An Approximate Algorithm Combining P Systems and Active Evolutionary Algorithms for Traveling Salesman Problems [J] . Jun Wang, Xiaoxiao Song International journal of computers, communications and control . 2014,第1期

机译：结合P系统和主动进化算法求解旅行商问题的近似算法。
4. Noisy chaotic time series forecast approximated by combining Reny's entropy with energy associated to series method: Application to rainfall series [C] . Cristian Rodriguez Rivero, Julian Pucheta, Sergio Laboret, IEEE Latin American Conference on Computational Intelligence . 2016

机译：通过将Reny熵和与级联相关的能量相结合来估算嘈杂的混沌时间序列：在降雨序列中的应用
5. Approximate algorithms for the combined arrival-departure aircraft sequencing and reactive scheduling problems on multiple runways. [D] . Hancerliogullari, Gulsah. 2013

机译：求解多跑道综合进出飞机排序和反应性调度问题的近似算法。
6. Teaching a Machine to Feel Postoperative Pain: Combining High-Dimensional Clinical Data with Machine Learning Algorithms to Forecast Acute Postoperative Pain [O] . Patrick J. Tighe, Christopher A. Harle, Robert W. Hurley, -1

机译：教机器感觉到术后疼痛：结合高维临床数据和机器学习算法来预测急性术后疼痛
7. An approximate Bayesian algorithm for combining forecasts [O] . Li KH, Wong H, Troutt M 2001

机译：组合预测的近似贝叶斯算法

An Approximate Bayesina Algorithm for Combining Forecasts

摘要

著录项

相似文献

相关主题

期刊订阅