教師資料查詢 | 類別: 會議論文 | 教師: 虞國興 YU GWO-HSING (瀏覽個人網頁)

標題:Bayesian Estimation of Periodicities
學年80
學期2
發表日期1992/05/18
作品名稱Bayesian Estimation of Periodicities
作品名稱(其他語言)
著者Yu, Gwo-Hsing; Rao, A. R.
作品所屬單位淡江大學水資源及環境工程學系
出版者
會議名稱The Sixth IAHR International Symposium on Stochastic Hydraulics
會議地點臺北市, 臺灣
摘要In hydrologic time series analysis, the seasonal component is estimated by using averages of monthly values or by Fourier analysis. Useful as these methods have been, they have not been investigated in depth. Estimation of seasonal components in econometrics, on the other hand, has received considerable attention. The main reason for this increased attention is that econometric time series are nonstationary and are often more variable and complex than hydrologic time series. Recently, Jaynes (1985) has argued that informative priors can have great effect on the estimation of seasonal components and of noise. Jaynes'(1985) method has been analyzed in this study and several properties of his estimates are discussed. The method has been applied to estimate Seasonal Components of monthly river flow series.
關鍵字水文時間序列分析;傳利葉分析;周期性;經濟度量;季節性因素;Hydrologic Time Series Analysis;Fourier Analysis;Periodicity;Econometric;Seasonal Component
語言英文
收錄於
會議性質國際
校內研討會地點
研討會時間19920518~19920520
通訊作者
國別中華民國
公開徵稿Y
出版型式紙本
出處Proceedings of the Sixth IAHR International Symposium on Stochastic Hydr=aulics頁767-774
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