A Bayesian Approach to Markovian Models for Normal and Poisson Data.
Abstract
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.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1982
- Accession Number
- ADA114622
Entities
People
- Tom Leonard
Organizations
- University of Wisconsin–Madison