[go: up one dir, main page]

Ferreira et al., 2007 - Google Patents

Multiscale modeling: a Bayesian perspective

Ferreira et al., 2007

Document ID
8798654900481009659
Author
Ferreira M
Lee H
Publication year

External Links

Snippet

This chapter presents multiscale time series models that have been introduced by Ferreira et al.(2006). These models couple standard linear models at different time scales with linear link equations between scales. As in the multiscale random field models presented in …
Continue reading at link.springer.com (other versions)

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/18—Complex mathematical operations for evaluating statistical data, e.g. average values, frequency distributions, probability functions, regression analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/50—Computer-aided design
    • G06F17/5009—Computer-aided design using simulation
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/11—Complex mathematical operations for solving equations, e.g. nonlinear equations, general mathematical optimization problems
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00—Commerce, e.g. shopping or e-commerce
    • G06Q30/02—Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
    • G06Q30/0202—Market predictions or demand forecasting
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
    • G06Q10/063—Operations research or analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/30286—Information retrieval; Database structures therefor; File system structures therefor in structured data stores
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/04—Forecasting or optimisation, e.g. linear programming, "travelling salesman problem" or "cutting stock problem"
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00—Subject matter not provided for in other groups of this subclass
    • G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F2217/00—Indexing scheme relating to computer aided design [CAD]
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6217—Design or setup of recognition systems and techniques; Extraction of features in feature space; Clustering techniques; Blind source separation
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6296—Graphical models, e.g. Bayesian networks

Similar Documents

Publication Publication Date Title
Ferreira et al. Multiscale modeling: a Bayesian perspective
Hong et al. Kernel smoothing for nested estimation with application to portfolio risk measurement
Prado et al. Time series: modeling, computation, and inference
Klein et al. Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
Salomone et al. Unbiased and consistent nested sampling via sequential Monte Carlo
Liang et al. Bayesian flood frequency analysis in the light of model and parameter uncertainties
Ferreira et al. Multi-scale and hidden resolution time series models
Xiao et al. Ranking and selection for terminating simulation under sequential sampling
Breidt et al. Nonparametric and semiparametric estimation in complex surveys
Benhamou Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets
Iong et al. Sparse variational contaminated noise Gaussian process regression with applications in geomagnetic perturbations forecasting
Mosley et al. The sparse dynamic factor model: a regularised quasi-maximum likelihood approach
Sternfels et al. Reduced-order model tracking and interpolation to solve PDE-based Bayesian inverse problems
Lopes et al. Online Bayesian learning in dynamic models: an illustrative introduction to particle methods
Coles The use and misuse of extreme value models in practice
Yue et al. Bayesian semiparametric intensity estimation for inhomogeneous spatial point processes
Hewitt et al. Improved return level estimation via a weighted likelihood, latent spatial extremes model
Danthurebandara et al. Sequential choice designs to estimate the heterogeneity distribution of willingness-to-pay
Pan et al. Bayesian Nonparametric Mixtures of Archimedean Copulas: R. Pan et al.
Migon et al. An efficient sampling scheme for dynamic generalized models
Lu et al. Modelling mortality: A bayesian factor-augmented var (favar) approach
Carvalho Structure and sparsity in high-dimensional multivariate analysis
Owen A comparison of polynomial chaos and Gaussian process emulation for uncertainty quantification in computer experiments
Waldmann et al. Variational approximations in geoadditive latent Gaussian regression: mean and quantile regression
Chan On evaluating the Watanabe-Akaike information criteria for Bayesian modelling of point referenced spatial data