Compară metode
Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.
| Bayesian MA model× | Modelul AR bayesian (AR)× | |
|---|---|---|
| Domeniu | Econometrie | Econometrie |
| Familie | Regression model | Regression model |
| Anul apariției≠ | 1970s–1997 | 1971 |
| Autorul original≠ | Bayesian framework applied to Box-Jenkins MA models; West & Harrison (1997) canonical treatment | Arnold Zellner; foundational Bayesian time-series work by West & Harrison |
| Tip≠ | Bayesian time series model | Bayesian time-series model |
| Sursa seminală≠ | West, M., & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259 | Zellner, A. (1971). An Introduction to Bayesian Inference in Econometrics. Wiley. ISBN: 978-0471169376 |
| Denumiri alternative | Bayesian MA, Bayesian moving average, BMA time series, MA model with Bayesian estimation | Bayesian autoregressive model, BAR model, Bayesian AR, Bayesian time-series autoregression |
| Înrudite | 6 | 6 |
| Rezumat≠ | The Bayesian MA model estimates a moving average time series model within a fully Bayesian framework, placing prior distributions on the MA parameters and error variance and updating them via Bayes' theorem. This approach yields full posterior distributions over model parameters and produces probabilistic forecasts with coherent uncertainty quantification. | The Bayesian AR model estimates an autoregressive time-series process by combining a likelihood derived from the AR structure with prior distributions over the lag coefficients and error variance. Rather than producing single point estimates, it yields full posterior distributions, enabling principled uncertainty quantification and probabilistic forecasting. |
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