Harrison-Stevens Forecasting and the Multiprocess Dynamic Linear Model (Q3725401)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Harrison-Stevens Forecasting and the Multiprocess Dynamic Linear Model |
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Harrison-Stevens Forecasting and the Multiprocess Dynamic Linear Model (English)
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1986
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change point
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multiprocess dynamic linear model
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Bayesian
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forecasting
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Kalman filter
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short-term forecasting
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Bayes's
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theorem
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Harrison-Stevens forecasting algorithm
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robust method
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nonstationary time series
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