| 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 | en |
| 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 | TWN |
| 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 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/95646 ) |
GoogleAnalytics