Bayesian forecasting - PowerPoint PPT Presentation

Report on CAS Research Working Parties

Report on CAS Research Working Parties. Moderator: Donald Mango, FCAS, MAAA CAS Vice President of Research and Development Director of Research and Development, GE ERC 2004 ERM Symposium April 27, 2004. Agenda. Working Parties Overview Correlations and Dependencies WP

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Bayesian Forecasting and Dynamic Models

Bayesian Forecasting and Dynamic Models. M.West and J.Harrison Springer, 1997 Presented by Deepak Agarwal. Problem Definition. {y t } : 1-d time series to be monitored E.g. Daily counts of some pattern, e.g., number of emergency room visits to a hospital Goal: A statistical method which

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445 views • 24 slides

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