Mixture Multi-Step-Ahead Prediction
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F15%3A00450479" target="_blank" >RIV/67985556:_____/15:00450479 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Mixture Multi-Step-Ahead Prediction
Original language description
The presented paper deals with a task of the multi-step prediction with mixture models under Bayesian methodology. The main contribution of the paper is a recursive prediction algorithm for mixtures with the dynamic switching model. The proposed algorithm is based on construction of the weighting vector predicting the active component and its combination with data predictions from components. With the help of illustrative examples the paper compares the results with those obtained for the mixture prediction with the static switching model.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 16th conference of the Applied Stochastic Models and Data Analysis (ASMDA) International Society
ISBN
978-618-5180-05-8
ISSN
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e-ISSN
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Number of pages
12
Pages from-to
727-738
Publisher name
ISAST: International Society for the Advancement of Science and Technology
Place of publication
Piraeus
Event location
Piraeus
Event date
Jun 30, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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