摘要
给出了观测值服从ｐｏｉｓｓｏｎ分布的动态ｐｏｉｓｓｏｎ模型。通过假设自然参数与状态参数之间的线性关系ηｔ＝Ｆｔθｔ，并利用共轭分布给出了ｐｏｉｓｓｏｎ模型的参数的修正递推；利用模型及伽玛分布的标准常数给出了Ｂａｙｅｓ预测。
The dynamic poisson model for observations following poisson distribution is proposed in this paper.Using conjugate distribution, the updating recursion of poisson model parameters is given under the assumption of linear relation η t=F tθ t between natural parameter and system parameters; and Bayesian forecasting is also derived based on the model and normal constant of Gamma distribution.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
1997年第2期84-87,共4页
Systems Engineering-Theory & Practice
基金
山东省自然科学基金
