Bayesian predictions of low count time series

The application of traditional forecasting methods to discrete count data yields forecasts that are non-coherent. That is, such methods produce non-integer point and interval predictions, which violate the restrictions on the sample space of the integer variable. This paper presents a Bayesian metho...

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Veröffentlicht in:	International journal of forecasting 2005-04, Vol.21 (2), p.315-330
Hauptverfasser:	McCabe, B.P.M., Martin, G.M.
Format:	Artikel
Sprache:	eng
Schlagworte:	Bayesian analysis Bayesian model averaging Bayesian prediction Binomial thinning Discrete time series Employee benefits Forecasting INAR Regression analysis Studies Timber industry Time series
Online-Zugang:	Volltext
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