Middle term predictions of time series in the models with

Rok, strany: 2003, 103 - 113

Predictions in the models with external information are investigated. Bayesian approach is used to determine the best predictors. New notion is introduced—optimal prediction with maximum posterior likelihood method. In various models for time series the optimal prediction is then computed.

ISO 690:

Bábela, J. 2003. Middle term predictions of time series in the models with. In Tatra Mountains Mathematical Publications, vol. 26, no.1, pp. 103-113. 1210-3195.

APA:

Bábela, J. (2003). Middle term predictions of time series in the models with. Tatra Mountains Mathematical Publications, 26(1), 103-113. 1210-3195.