| 基于误差修正的电线覆冰厚度贝叶斯模型及分析 |
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| 引用本文： | 赖明勇,陈安裕,张新华.基于误差修正的电线覆冰厚度贝叶斯模型及分析[J].湖南大学学报(自然科学版),2011,38(10):88-92. |
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| 作者姓名： | 赖明勇 陈安裕 张新华 |
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| 作者单位： | 湖南大学经济与贸易学院; |
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| 基金项目： | 湖南省科技重大专项资助项目(2008FJ1006) |
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| 摘 要： | 通过对已有的电线覆冰厚度数据进行分析,建立了电线覆冰厚度时间序列模型,对覆冰厚度进行贝叶斯统计推断,然后运用基于Gibbs抽样的MCMC方法对推断模型进行参数估计,并对MCMC模型进行误差修正.在此基础上,运用WINBUGS软件,对Gibbs抽样得到的预测结果与极大似然估计的预测结果进行比较.比较分析结果表明:通过误差...
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| 关 键 词： | 贝叶斯统计推断 时间序列 马尔可夫链蒙特卡洛 吉布斯抽样 极大似然估计 |
Bayesian Model of Ice Thickness and Its Analysis Based on Error Correction |
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| LAI Ming-yong,CHEN An-yu,ZHANG Xin-hua.Bayesian Model of Ice Thickness and Its Analysis Based on Error Correction[J].Journal of Hunan University(Naturnal Science),2011,38(10):88-92. |
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| Authors: | LAI Ming-yong CHEN An-yu ZHANG Xin-hua |
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| Affiliation: | LAI Ming-yong,CHEN An-yu,ZHANG Xin-hua(School of Economics and Trade,Hunan Univ,Changsha,Hunan 410079,China) |
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| Abstract: | A statistical inference from the existing ice thickness data was made.The time series model of ice thickness was established,and the statistical inference from ice thickness was made.Then,the parameter estimation of the inference model by MCMC was conducted on the basis of the Gibbs sampling.At last,error correction of the Markov Chain Monte Carlo(MCMC) model was carried out to solve the error increase problem when the sample data was not enough during the maximum likelihood estimation.A comparison between ... |
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| Keywords: | Bayesian assessment AR(p) MCMC Gibbs sampling likelihood estimation |
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