| タイトル | On the Bayesian Forecasting Algorithm under the Non-Stationary Binomial Distribution with the Hyper Parameter Estimation |
|---|---|
| 著者 | Daiki Koizumi 、Tota Suko 、Toshiyasu Matsushima |
| 年度 | 2010 |
| 形式 | 国際学会 |
| 分野 | その他 |
| 掲載雑誌名 | Proceeding of Ninth Valencia International Meeting on Bayesian Statistics |
| 掲載号・ページ | pp.167-168, Alicante, Spain |
| 掲載年 | 2010 |
| 掲載月 | 6 |
| アブスト （日本語） |
学会名：the 9th Valencia International Meeting on Bayesian Statistics 日程：June 3rd to June 8th, 2010. 場所：Alicante, Spain |
| アブスト （英語） |
A Bayesian forecasting algorithm under the non-stationary binomial distribution is discussed. The proposed algorithm guarantees the Bayes optimal forecasting under certain non-stationary parameter model of binomial distribution. This model can be regarded as a special case of the Simple Power Steady Model (Smith, 1979) defined as the forecasting model under the non-stationary exponential family of distribution with a known hyper parameter, but this work assumes that the hyper parameter is unknown to be estimated. Some numerical calculation results about forecasting as well as hyper parameter estimation performances would be discussed after the Bayesian forecasting method with the unknown hyper parameter is formulated. |
| 備考 （日本語） |
1 |
| 備考 （英語） |
1 |
| 論文原稿 | |
| 発表資料 |
