Bayesian forecasting (Q578789)
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scientific article; zbMATH DE number 4013759
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian forecasting |
scientific article; zbMATH DE number 4013759 |
Statements
Bayesian forecasting (English)
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1986
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In this paper Bayesian methods are applied to dynamical linear models \[ Y_ t=F_ t\theta_ t+v_ t,\quad \theta_ t=G_ t\theta_{t- 1}+w_ t, \] with normal distribution assumptions and dynamical generalized linear models with observations of the exponential family. The author gives an overview of some literature and applies the methods to the problem of describing the relationship between advertising and consumer behaviour.
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forecasting
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Bayesian updating
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prediction
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dynamic regression
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linear growth models
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autoregressive models
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linear time series models
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unknown noise
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disturbance covariance
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discount Bayesian models
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dynamical linear models
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normal distribution assumptions
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generalized linear models
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exponential family
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advertising
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consumer behaviour
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