Dynamic Bayesian beta models
نویسندگان
چکیده
We develop a dynamic Bayesian beta model for modeling and forecasting single time series of proportions. This work is related to the class of the so called dynamic generalized linear models (DGLM). We use non-conjugate priors and some forms of approximate Bayesian analysis, including Linear Bayesian estimation. Some applications to both real and simulated data are provided.
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عنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 55 شماره
صفحات -
تاریخ انتشار 2011