采样间隔非均匀情况下的季节模型及其贝叶斯预测  

Seasonal Models Under the Condition of Nonuniform Sampling Intervals and Its Bayesian Forecasting

作　　者：蒋金凤[1] 刘福升[1] 张孝令[1] 

机构地区：[1]山东矿业学院应用数学与软件工程系

出　　处：《山东矿业学院学报》1999年第1期92-95,共4页Journal of Shandong University of Science and Technology(Natural Science)

摘　　要：主要给出了采样间隔非均匀情况下的季节因子动态线性模型、季节效应动态线性模型和Ｆｏｕｒｉｅｒ形式的季节效应模型，当观测误差方差Ｖｔｉ已知时，给出了它们的先验分布、预测分布和后验分布的修正递推算法。This paper presents mainly the seasonal factor dynamic-linear models,seasonal effect dynamic-einear models and seasonal effects models with Fourier form under The condition of non uniform sampling intervals,and gives out their updating recurrence algorithm of prior distributions,forecast destributions and posterior distributions with regard to the variance V ti of observational error known.

关 键 词：采样间隔 季节模型 贝叶斯预测 非均匀 

分 类 号：O211.67[理学—概率论与数理统计] O212.2[理学—数学]