Hierarchical Bayesian Choice of Laplacian ARMA Models Based on Reversible Jump MCMC Computation
An autoregressive moving average (ARMA) is a time series model that is applied in everyday life for pattern recognition and forecasting. The ARMA model contains a noise which is assumed to have a specific distribution. The noise is often considered to have a Gaussian distribution. However in applica...
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| Formato: | Artigo |
| Idioma: | Inglês |
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Springer
2020-03-01
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| Series: | International Journal of Computational Intelligence Systems |
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| Acceso en liña: | https://www.atlantis-press.com/article/125936713/view |
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