摘要
引入模型状态、变状态模型的概念,基于贝叶斯方法,研究了线性模型多次状态变化下门限值和变状态数目的检测。这些结果用于研究2个数值例子。
This paper presents the concepts of model state, state change and state change threshold. Bayesian method is used to detect multi-changed thresholds and select the state numbers in linear model. These results are illustrated with two numerical examples.
出处
《天津大学学报》
EI
CAS
CSCD
1990年第3期107-114,共8页
Journal of Tianjin University(Science and Technology)
关键词
模型状态
转换模型
贝叶斯分析
model state, threshold switching models, Bayesian analysis
