Online prediction under model uncertainty via dynamic model averaging: Application to a cold rolling mill

Technometrics

Volumn 52, Issue 1, 2010, Pages 52-66

  Raftery, Adrian E ^a   Kárný, Miroslav ^b   Ettler, Pavel ^c  

^a UNIVERSITY OF WASHINGTON   (United States)

^b INSTITUTE OF INFORMATION THEORY AND AUTOMATION   (Czech Republic)

^c COMPUREG Plzěn ^*  (Czech Republic)

Author keywords

Kalman filter; Recursive model averaging; State space model

Indexed keywords

BAYESIAN MODEL AVERAGING; BEST MODEL; MARKOV CHAIN MODELS; MODEL AVERAGING; MODEL SPACES; MODEL SPECIFICATIONS; MODEL UNCERTAINTIES; ONLINE PREDICTION; PHYSICAL MODEL; PREDICTION MODEL; STATE SPACE; STATE SPACE MODEL; TIME-VARYING REGRESSION;

BAYESIAN NETWORKS; COLD ROLLING; COLD ROLLING MILLS; DYNAMIC MODELS; FORECASTING; KALMAN FILTERS; MARKOV PROCESSES; MILLING MACHINES; MODELS; UNCERTAINTY ANALYSIS;

RISK ANALYSIS;

EID: 77949408057     PISSN: 00401706     EISSN: None     Source Type: Journal    
DOI: 10.1198/TECH.2009.08104     Document Type: Article

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