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Volumn 24, Issue 6, 2003, Pages 631-646

A Bayesian approach to event prediction

Author keywords

Autoregressive processes; Optimal alarm systems; Predictive distributions

Indexed keywords


EID: 0346265982     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2003.00326.x     Document Type: Article
Times cited : (22)

References (12)
  • 1
    • 38249018565 scopus 로고
    • Optimal alarm systems for autoregressive processes; a Bayesian approach
    • AMARAL TURKMAN, M. A. and TURKMAN, K. F. (1990) Optimal alarm systems for autoregressive processes; a Bayesian approach. Comp. Stat. and Data Analysis 19, 307-14.
    • (1990) Comp. Stat. and Data Analysis , vol.19 , pp. 307-314
    • Amaral Turkman, M.A.1    Turkman, K.F.2
  • 3
    • 0042902352 scopus 로고
    • Optimal prediction of catastrophes with application to Gaussian process
    • DE MARÉ, J. (1980) Optimal prediction of catastrophes with application to Gaussian process. Ann. Probability 8, 841-50.
    • (1980) Ann. Probability , vol.8 , pp. 841-850
    • De Maré, J.1
  • 4
    • 0346611320 scopus 로고
    • Prediction for a random time point
    • LINDGREN, G. (1975a) Prediction for a random time point. Ann. Probability 3, 412-23.
    • (1975) Ann. Probability , vol.3 , pp. 412-423
    • Lindgren, G.1
  • 5
    • 0347871579 scopus 로고
    • Prediction of catastrophes high level crossings
    • _ (1975b) Prediction of catastrophes and high level crossings. Bull. Internat. Statist. Inst. 46, 225-40.
    • (1975) Bull. Internat. Statist. Inst. , vol.46 , pp. 225-240
  • 6
    • 0347871580 scopus 로고
    • Model processes in non-linear prediction, with application to detection and alarm
    • _ (1980) Model processes in non-linear prediction, with application to detection and alarm. Ann. Probability 8, 775-92.
    • (1980) Ann. Probability , vol.8 , pp. 775-792
  • 7
    • 0041399130 scopus 로고
    • Optimal prediction of level crossings in Gaussian processes and sequences
    • _ (1985) Optimal prediction of level crossings in Gaussian processes and. sequences. Ann. Probability 13, 804-24.
    • (1985) Ann. Probability , vol.13 , pp. 804-824
  • 8
    • 0345980054 scopus 로고    scopus 로고
    • PhD thesis, Department of Mathematical Statistics, Lund University, ISRN: LUNTFD2/TFMS-1011-SE
    • SVENSSON, A. (1998) Event prediction and bootstrap in time series PhD thesis, Department of Mathematical Statistics, Lund University, ISRN: LUNTFD2/TFMS-1011-SE.
    • (1998) Event Prediction and Bootstrap in Time Series
    • Svensson, A.1
  • 10
    • 0346611318 scopus 로고    scopus 로고
    • Optimal prediction of events in time series
    • Department of Mathematical Statistics, Lund University, Sweden
    • _ and _ (1998) Optimal prediction of events in time series. Technical report 1998:9, Department of Mathematical Statistics, Lund University, Sweden.
    • (1998) Technical Report , vol.1998 , Issue.9
  • 11
    • 0345980049 scopus 로고    scopus 로고
    • Optimal prediction of catastrophes in autoregressive moving-average processes
    • _, _, LINDQUIST, R. and LINDGREN, G. (1996) Optimal prediction of catastrophes in autoregressive moving-average processes. Journal of Time Series Analysis 17, 511-31.
    • (1996) Journal of Time Series Analysis , vol.17 , pp. 511-531
    • Lindquist, R.1    Lindgren, G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.