| 多状态模型的贝叶斯分析 |
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| 引用本文： | 张世英,代逸生.多状态模型的贝叶斯分析[J].天津大学学报(自然科学与工程技术版),1990(3):107-114. |
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| 作者姓名： | 张世英 代逸生 |
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| 作者单位： | 天津大学技术经济与系统工程系，天津大学技术经济与系统工程系 镇江船舶学院 |
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| 摘 要： | 引入模型状态、变状态模型的概念,基于贝叶斯方法,研究了线性模型多次状态变化下门限值和变状态数目的检测。这些结果用于研究2个数值例子。
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| 关 键 词： | 模型状态 转换模型 贝叶斯分析 |
BAYESIAN ANALYSIS OF MODEL WITH MULTI-REGIMES |
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| Zhang Shiying Dai Yisheng.BAYESIAN ANALYSIS OF MODEL WITH MULTI-REGIMES[J].Journal of Tianjin University(Science and Technology),1990(3):107-114. |
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| Authors: | Zhang Shiying Dai Yisheng |
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| Institution: | Department of Engineering Economics and Systems Engineering |
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| Abstract: | This paper presents the concepts of model state, state change and state change threshold. Bayesian method is used to detect multi-changed thresholds and select the state numbers in linear model. These results are illustrated with two numerical examples. |
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| Keywords: | model state threshold switching models Bayesian analysis |
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