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Adaptive forecasting

Peter Grindrod CBE

in Mathematical Underpinnings of Analytics: Theory and Applications

Published in print:
2014
Published Online:
March 2015
ISBN:
9780198725091
eISBN:
9780191792526
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198725091.003.0007
Subject:
Mathematics, Analysis, Probability / Statistics

This chapter considers the problem of conditioning models and making forecasts as more and more information arrives, moving away from a subjective prior estimate for a model. It presents applications ... More


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