A forecasting comparison of classical and Bayesian methods for modelling logistic diffusion
Article Abstract:
Bayesian forecasting procedures are used to develop a model of international logistic distribution of compact discs. The Bayesian model provides improved forecasts and is applicable to other growth situations.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2001
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A cautionary note on outlier robust estimation of threshold modelsn
Article Abstract:
The graphical approach to outlier robust estimation of threshold models proposed by Chan and Cheung is examined, and its flaws are highlighted.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2006
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A hybrid forecasting approach for piece-wise stationary time series
Article Abstract:
A hybrid approach to consider the problem of forecasting a stationary time series using Baylesian functions is proposed.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2006
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- Abstracts: A comparison of approximate Bayesian forecasting methods for non-Gaussian time series. ARMA models and the Box-Jenkins methodology
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