Harrison-Stevens Forecasting and the Multiprocess Dynamic Linear Model

DOI10.2307/2684871zbMath0594.62106OpenAlexW4234299894MaRDI QIDQ3725401

William M. Bolstad

Publication date: 1986

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2684871

zbMATH Keywords

Kalman filterforecastingBayesianchange pointnonstationary time seriestheoremshort-term forecastingrobust methodmultiprocess dynamic linear modelBayes'sHarrison-Stevens forecasting algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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