| 双随机动态模型(DM)及预测 |
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| 引用本文： | 张孝令,刁柏青.双随机动态模型(DM)及预测[J].山东科技大学学报(自然科学版),1990(4). |
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| 作者姓名： | 张孝令 刁柏青 |
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| 作者单位： | 山东矿业学院济南分院，山东矿业学院基础部 |
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| 摘 要： | 本文研究了一类比比动态线性模型(DLM)适用性更广的动态非线性模型(简称DM),给出了它的一步预测分布,通过二元泰勒展式,得到了DM的一类逼近模型,较完整地给出了参数的概率表达式及作为概率分布得到的预测。
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| 关 键 词： | 预测 数学模型 非线性 动态参量 先验分布 贝叶斯推断 |
BIVARIATE RANDOM DYNAMIC MODEL (MD) AND ITS PREDICTING APPLICATION |
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| Zhang Xiaoling.BIVARIATE RANDOM DYNAMIC MODEL (MD) AND ITS PREDICTING APPLICATION[J].Journal of Shandong Univ of Sci and Technol: Nat Sci,1990(4). |
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| Authors: | Zhang Xiaoling |
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| Institution: | Zhang Xiaoling (Teaching Affairs office) Diao Beiqing (Dept. of Basic Courses) |
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| Abstract: | This paper studies a kind of dynamic model (abbreviation DM) that is more suitable than Dynamic Linear model(abbreviation DLM)in practice. We workout its one-step forecasting distribution and a kind of approximation model by using binary Taylor expansion, and get probability expression of parameters and prediction deriving from a probability distribution. |
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| Keywords: | : predictions mathematical models non-linear dynamic parameter priordistributions Bayesian inferences |
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