Advertisement

Regression, Transfer Function and Noise Models

  • Mike West
  • Jeff Harrison
Part of the Springer Series in Statistics book series (SSS)

Abstract

Polynomial and seasonal models provide two basic and very widely used classes of DLMs, both, of course, TSDLMs. A third important class is that based on regression relationships; the three classes combined via the principle of superposition provide for the vast majority of forms of behaviour encountered in practice for which linear models can provide adequate descriptions. Here we describe the theory and analysis of regression DLMs and important related models.

Keywords

Transfer Function State Vector Posterior Distribution Noise Model Noise Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 1989

Authors and Affiliations

  • Mike West
    • 1
  • Jeff Harrison
    • 2
  1. 1.Institute of Statistics and Decision SciencesDuke UniversityDurhamUSA
  2. 2.Department of StatisticsUniversity of WarwickCoventryUK

Personalised recommendations