Title:

Data-mining approach to priors in the analysis of short time series

Subtitle:

Raport Badawczy = Research Report ; RB/7/2016

Creator:

Hryniewicz, Olgierd (1948– ) ; Kaczmarek-Majer, Katarzyna

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

2016

Description:

13 pages ; 21 cm ; Bibliography p. 12-13

Subject and Keywords:

Time series ; Funkcja podobieństwa ; Szereg czasowy ; Similarity measures ; Forecasting ; Prognozowanie ; Small samples ; Małe próbki

Abstract:

The paper proposes an automatic approach for the construction of the prior probability distributions. This method incorporates selected data mining techniques and similarity measures into the Bayesian averaging. The performance of the proposed method is illustrated with simulation study for stationary processes and experimental study for benchmark datasets.

Relation:

Raport Badawczy = Research Report

Resource type:

Text

Detailed Resource Type:

Report

Source:

RB-2016-07

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open