Credible Interval Prediction of a Nonstationary Poisson Distribution based on Bayes Decision Theory.
Daiki KoizumiPublished in: ICAART (2) (2020)
Keyphrases
- non stationary
- decision theory
- poisson distribution
- sequence prediction
- discrete valued
- financial time series
- utility function
- decision making
- decision theoretic
- expected utility
- adaptive algorithms
- predictive coding
- artificial intelligence
- autoregressive
- continuous time markov chains
- machine learning
- random fields
- gaussian distribution
- game theory
- gaussian markov random fields
- empirical mode decomposition
- theoretical framework
- parameter estimation
- special case
- feature extraction