A Bayesian Approach to Markovian Models for Normal and Poisson Data
A Bayesian updating procedure is proposed for filtering the process parameters in the two-stage Markovian constant variance model for time varying normal data in the situation where the signal to noise ratio is unknown. A forecastign procedure is described which yields the entire predictive distribution of future observations; a numerical study involves an on-line analysis for chemical process concentration readings. A similar method is developed for Poisson data and applied to the analysis of an industrial control chart.
"A Bayesian updating procedure is proposed for filtering the process parameters in the two-stage Markovian constant variance model for time varying normal data in the situation where the signal to noise ratio is unknown. A forecastign procedure is described which yields the entire predictive distribution of future observations; a numerical study involves an on-line analysis for chemical process concentration readings. A similar method is developed for Poisson data and applied to the analysis of an industrial control chart."@en
WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER.
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