摘要
利用指数加权回归（Ｅ．Ｗ．Ｒ．）给出一种确定贝叶斯动态线性模型（ＢＤＬＭ）参数Ｗｔ的方法。
The main purpose of this paper is to present a method for detemining the parameter Wt of Bayesian dynamic linear models (BDLM) regarding as exponential-weighted regression (E.W.R) method.
出处
《山东矿业学院学报》
CAS
1999年第1期88-89,101,共3页
Journal of Shandong University of Science and Technology(Natural Science)
关键词
指数加权回归
贝叶斯动态线性模型
状态误差方差
exponential-weighted regression
Bayesian dynamic linear model
State error variance
