摘要
本文是在全面了解Ｂａｙｅｓ预测与Ｂｏｘ－Ｊｅｎｋｉｎｓ预测的基础上，对这两种预测的主要特征加以对照和比较，指出了它们在建模思想、建模条件、建模步骤等方面的不同点以及两种预测模型的关系，从而使读者更深入地了解Ｂｏｘ－Ｊｅｎｋｉｎｓ预测。
In this paper,the major features of Bayesian forecasting and Box-Jenkinsforecasting are compared based on comprehending the two forecasting methods.Their differences in some aspects such as model building ideas,conditions and procedures etc. are given.Therelation between the two method is also discussed.
出处
《山东矿业学院学报》
CAS
1994年第3期311-315,共5页
Journal of Shandong University of Science and Technology(Natural Science)
关键词
比较
贝叶斯估计
B-J估计
predictions
models
Bayesian inferences
time series analysis
Bayesian forecasting
Box-Jokins forecasting
comparison
