| 动态Poisson模型及Bayes预测 |
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| 引用本文： | 葛颜祥,刘福升,张孝令.动态Poisson模型及Bayes预测[J].系统工程理论与实践,1997,17(2):85-88. |
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| 作者姓名： | 葛颜祥 刘福升 张孝令 |
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| 作者单位： | 1. 山东农业大学;2. 山东矿业学院 |
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| 摘 要： | 给出了观测值服从ｐｏｉｓｓｏｎ分布的动态ｐｏｉｓｓｏｎ模型。通过假设自然参数与状态参数之间的线性关系ηｔ＝Ｆｔθｔ，并利用共轭分布给出了ｐｏｉｓｓｏｎ模型的参数的修正递推；利用模型及伽玛分布的标准常数给出了Ｂａｙｅｓ预测。
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| 关 键 词： | 动态poisson模型 修正递推 Bayes预测 |
| 收稿时间： | 1995-04-25 |
Dynamic Poisson Models and Bayesian Forecasting |
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| Ge Yanxiang.Dynamic Poisson Models and Bayesian Forecasting[J].Systems Engineering —Theory & Practice,1997,17(2):85-88. |
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| Authors: | Ge Yanxiang |
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| Institution: | 1. Shandong Agricultural University, Tan’an 271018;2. Shandong Institute of Mining and Technology, Tai’an 271019 |
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| Abstract: | The dynamic poisson model for observations following poisson distribution is proposed in this paper.Using conjugate distribution, the updating recursion of poisson model parameters is given under the assumption of linear relation η t=F tθ t between natural parameter and system parameters; and Bayesian forecasting is also derived based on the model and normal constant of Gamma distribution. |
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| Keywords: | dynamic poisson models updation recursions bayesian forecasting |
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