산업경영시스템학회지 (Journal of Korean Society of Industrial and Systems Engineering)
- 제7권10호
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- Pages.47-51
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- 1984
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- 2005-0461(pISSN)
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- 2287-7975(eISSN)
Bayesian 시계열 예측방법에 관한 소고
Bayesian Method in Forecasting of time Series
초록
In many forecasting problem, there is little or no useful historical information available at the time the initial forecast is required, The propose of this paper is study on Bayesian Method in forecasting. I : Introduction. II : Bayesian estimation. III : Constant Model. IV : General time series Models. V : Conclusion. The Bayesian procedure are then used to revise parameter estimates when time series information is available, in this paper we give a general description of the bayesian approach and demonstrate the methodology with several specific cases.
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