Entropy-robust randomized forecasting under small sets of retrospective data-Reference-Cited by-同舟云学术

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Entropy-robust randomized forecasting under small sets of retrospective data

Published:2016-05 Issue:5 Volume:77 Page:839-854
ISSN:0005-1179
Container-title:Automation and Remote Control
language:en
Short-container-title:Autom Remote Control

Author:

Popkov Yu. S.,Dubnov Yu. A.

Publisher

Pleiades Publishing Ltd

Subject

Control and Systems Engineering,Electrical and Electronic Engineering

Link

http://link.springer.com/content/pdf/10.1134/S0005117916050076.pdf

Reference33 articles.

1. Cho, S., A Linear Bayesian Stochastic Approximation to Update Project Duration Estimation, Eur. J. Oper. Res., 2009, vol. 196, no. 2, pp. 585–593.

2. Zellner, A., Bayesian Shrinkage Estimation and Forecasts of Individual and Total or Aggregate Outcomes, Econom. Model., 2010, vol. 27, no. 6, pp. 1392–1397.

3. Horvath, R., Research & Development and Growth: A Bayesian Model Averaging Analysis, Econom. Model., 2011, vol. 28, no. 6, pp. 2669–2673.

4. Kim, M.J., Jiang, R., Makis, V., and Lee, C.-G., Optimal-Bayesian Fault Prediction Scheme for Partially Observable System Subject to Random Failure, Eur. J. Oper. Res., 2011, vol. 214, no. 2, pp. 331–339.

5. Musal, R.M., Soyer, R., McCabe, C., and Kharroubi, S.A., Estimating the Population Utility Function: A Parametric Bayesian Approach, Eur. J. Oper. Res., 2012, vol. 218, no. 2, pp. 538–547.

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