LINEAR GROWTH BAYESIAN MODEL USING DISCOUNT FACTORS / MODELO BAYESIANO DE CRESCIMENTO LINEAR COM DESCONTOS

AUTOR(ES)

CRISTIANO AUGUSTO C FERNANDES

DATA DE PUBLICAÇÃO

1985

RESUMO

The aim of this thesis is to discuss in details the Multiprocess Linear Grawth Bayesian Model for seasonal and/or nonseasonal series, using discount factors. The original formulation of this model was put forward recently by Ameen and Harrison. In the first part of the thesis (chapters 2 and 3) we show some general concepts related to time series and time series modelling, whereas in the second (chapters 4, 5 and 6) we formally presented / the Bayesian formulation of the proposed model. A flow chart and some optional parameter setings aiming a computational implementation is also presented.

ASSUNTO(S)

bayesian model estatistica bayesiana modelo bayesiano bayesian statistics

Documentos Relacionados

• MODELO BAYESIANO DE CRESCIMENTO LINEAR PARA PREVISÃO DE SÉRIES TEMPORAIS
• MODELO DINÂMICO BAYESIANO PARA A DENSIDADE NORMAL TRUNCADA
• MODELO BAYESIANO PARA ESTIMAÇÃO DO NÍVEL DE LEMBRANÇA DE PROPAGANDA EM MARKETING
• Algoritmo de otimização bayesiano com detecção de comunidades
• Ponderação Bayesiana de modelos em regressão linear clássica