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A COMPARISON OF THE CHARACTERISTICS OF SOME BAYESIAN FORECASTING MODELS
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UNSPECIFIED (1992) A COMPARISON OF THE CHARACTERISTICS OF SOME BAYESIAN FORECASTING MODELS. INTERNATIONAL STATISTICAL REVIEW, 60 (1). pp. 75-87. ISSN 0306-7734.
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Abstract
Several different types of non-linear Bayesian forecasting models are contrasted and compared. Each is shown capable of producing coherent forecasting methodologies. A set of desirable properties is presented to help guide the practitioner in a choice of an appropriate forecasting scheme for his particular application. Some characterizations and impossibility theorems are then given. The paper ends by illustrating how to adapt the Dynamic Generalized Linear Model to make it coherent.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | INTERNATIONAL STATISTICAL REVIEW | ||||
Publisher: | INT STATISTICAL INST | ||||
ISSN: | 0306-7734 | ||||
Official Date: | April 1992 | ||||
Dates: |
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Volume: | 60 | ||||
Number: | 1 | ||||
Number of Pages: | 13 | ||||
Page Range: | pp. 75-87 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
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