| NGINAR(1)模型的Bayes估计及预测 |
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| 引用本文： | 杨艳秋,王德辉.NGINAR(1)模型的Bayes估计及预测[J].吉林大学学报(理学版),2002,57(6):1385-1390. |
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| 作者姓名： | 杨艳秋 王德辉 |
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| 作者单位： | 1. 吉林大学 数学学院, 长春 130012; 2. 吉林师范大学 数学学院, 吉林 四平 136000 |
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| 摘 要： | 先利用Bayes方法研究NGINAR(1)模型的参数估计问题, 再利用条件分布预测方法进行模型预测. 模拟结果表明, Bayes估计效果优于条件最小二乘估计和Yule Walker估计, 且条件分布预测方法比条件期望预测方法更适用于整数值序列.
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| 关 键 词： | NGINAR(1)模型 Bayes估计 模型预测 |
| 收稿时间： | 2019-08-02 |
Bayesian Estimation and Prediction of NGINAR(1) Model |
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| YANG Yanqiu,WANG Dehui.Bayesian Estimation and Prediction of NGINAR(1) Model[J].Journal of Jilin University: Sci Ed,2002,57(6):1385-1390. |
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| Authors: | YANG Yanqiu WANG Dehui |
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| Institution: | 1. College of Mathematics, Jilin University, Changchun 130012, China;
2. College of Mathematics, Jilin Normal University, Siping 136000, Jilin Province, China
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| Abstract: | Firstly, the Bayesian method was used to study the problem of parameter estimation in the NGINAR(1) model, and then the method of conditional distribution prediction was used to predict the NGINAR(1) model.The simulation result shows that Bayesian estimation is better than the conditional least squares and Yule Walker estimation, and the method of conditional distribution prediction is more suitable for integer valued series than themethod of conditional expectation prediction. |
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| Keywords: | NGINAR(1) model Bayesian estimation model prediction |
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