학술논문
Bayesian Time Series Analysis for Model Updating and Parameter Estimation
Document Type
Conference
Author
Source
2024 International Conference on Optimization Computing and Wireless Communication (ICOCWC) Optimization Computing and Wireless Communication (ICOCWC), 2024 International Conference on. :1-6 Jan, 2024
Subject
Language
Abstract
Bayesian time-series evaluation is an effective tool aimed at perfect informing and limit approximation. It combines the power of records and the scalability of time-collection strategies to cope with an extensive range of engineering and scientific troubles. This evaluation leverages Bayesian inference, which combines earlier expertise of a machine with located facts to make informed choices. In a Bayesian time-collection evaluation, prior assumptions are specified as version parameters along with their associated previous distributions. for the duration of the analysis, those parameters are always up to date with discovered facts that will higher recognize the gadget. This updating procedure is treated in a “Bayesian replace,” wherein each new record and prior assumptions are rummage-sale to approximation unidentified limits and substitute the model. Bayesian time-series evaluation also gives the advantage of incorporating actual-time, dynamic comments into the analysis with a purpose to music and predict device conduct. By incorporating these functions, Bayesian time-series evaluation can offer higher estimates of a device's parameters and model our knowledge of its underlying dynamics.