A new time series forecasting approach based on Bayesian least risk principle
发布时间：2025-04-30
点击次数：
- 发布时间：
- 2025-04-30
- 论文名称：
- A new time series forecasting approach based on Bayesian least risk principle
- 发表刊物：
- ADVANCES IN NATURAL COMPUTATION, PT 1 LECTURE NOTES IN COMPUTER SCIENCE
- 摘要：
- Based on the principle of Bayesian theory-based forecasting, a new forecasting model, called Bayesian Least Risk Forecasting model, is proposed in this paper. Firstly, the principle and modeling idea of Bayesian forecasting are illustrated with the explanation of the meaning of least risk forecasting. Then the advantages and learning algorithm of this model are discussed explicitly. In order to validate the prediction performance of Bayesian Least Risk Forecasting model, a simulated time series and practical data measured from some rotating machinery are used to compare the ability of prediction with classical artificial neural networks model. The results show that the bayesian model can contribute to a good accuracy of prediction.
- 合写作者：
- Wen, Guangrui;Zhang, Xining
- 卷号：
- 4221
- 页面范围：
- 521-524
- 是否译文：
- 否
- 发表时间：
- 2006-09-24