Dynamic models allow for time-varying influence of the covariates. The basic assumption is the existence of underlying and unobservable time series for the vector parameter whose distribution is sequentially estimated, allowing on-line analysis. The dynamic linear regression model (DLRM) is described ...
Bayesian dynamic linear modelSeasonal prediction of western North Pacific summer monsoon rainfall (WNPSMR) is in great demand but remains challenging, because the relationships between the Asian monsoon system and precursors are nonstationary and exhibit significant decadal changes. The present study aims...
To this aim, Fourier dynamic linear model (FDLM) is firstly built with Fourier function, Taylor series expansion technology and dynamic linear models; secondly, dynamic probability recursive processes of FDLM are provided with Bayesian method, further, the periodic extreme stresses can be dynamically ...
Keywords:Bayesianmethod;dynamiclinearmodel;bridgeresistance;adiscountfactor;Bayesianprediction 桥梁结构退化抗力预测的研究是桥梁结构时变可 靠度研究的关键问题。在结构性能的预测方法方面, 已经取得了不少的研究成果 [1‐3] ,如Asaoka法、时间 序列法、灰色预测法及神经网络法等。这些方法运用 ...
We propose a dynamic linear model (DLM) in order to represent the stochastic evolution of OD flows over time. DLMs are Bayesian state-space models which can capture non-stationarity. We take into account the hierarchical relationships between the distribution of OD flows among routes and the ...
Amatrix-variate Dynamic Linear Modelwith noninformative initial prior distributions is investigated. 讨论了具有无信息初始先验分布的矩阵变量动态线性模型 (简记为DLMR)及其Bayes预测 ,利用MDIP方法 ,就尺度方差阵∑已知和未知两种情况 ,分别给出模拟初始状态参数(θ1 |D0 )和 (θ1 ,∑ |D0 )的无信息先验分布...
2) Bayes dynamic linear model 贝叶斯动态线性模型 1. Bayes dynamic linear models(abbreviated as Bayes DLM) is a special of forecasting method, which can forecast the status of index, on the basis of dynamic equations and a priori information, through a set of recurrent modification equations. ...
dynamic linear model; headway; linear multiregression dynamic model; occupancy; speed; state space models Summary Traffic flow data are routinely collected for many networks worldwide. These invariably large data sets can be used as part of a traffic management system, for which good traffic flow ...
In this paper we extend the multiprocess dynamic generalized linear model to allow for a known non-linear parameter evolution and predictor functions. This is done by approximating the non-linear function by a linear function based on a first order Taylor series expansions. This model has nice ...
Bayes动态线性模型3) Bayes Dynamic Models Bayes动态模型 1. A kind of Bayes Dynamic Models with Log-concave Density; 一类对数凸密度下的Bayes动态模型及其处理 更多例句>> 4) Bayesian linear model Bayes线性模型5) nonlinear dynamic model 非线性动态模型 例句>> 6...