首页   按字顺浏览 期刊浏览 卷期浏览 Parameter sensitivities, monte carlo filtering, and model forecasting under uncertainty
Parameter sensitivities, monte carlo filtering, and model forecasting under uncertainty

 

作者: Kenneth A. Rose,   Eric P. Smith,   Robert H. Gardner,   Antoinette L. Brenkert,   Steven M. Bartell,  

 

期刊: Journal of Forecasting  (WILEY Available online 1991)
卷期: Volume 10, issue 1‐2  

页码: 117-133

 

ISSN:0277-6693

 

年代: 1991

 

DOI:10.1002/for.3980100108

 

出版商: John Wiley&Sons, Ltd.

 

关键词: Parameter sensitivity;Prediction uncertainty;Monte Carlo filtering;Calibration Parameter estimation

 

数据来源: WILEY

 

摘要:

AbstractComplex models are often used to make predictions of environmental effects over a broad range of temporal and spatial scales. The data necessary to adequately estimate the parameters of these complex models are often not available. Monte Carlo filtering, the process of rejecting sets of mode! simulations that fail to meet prespecified criteria of model performance, is a useful procedure for objectively establishing parameter values and improving confidence in model predictions. This paper uses a foodweb model to examine the relationship between model sensitivities and Monte Carlo filtering. Results show that Monte Carlo filtering with a behavior definition that is closely related to the sensitivity structure of the model will produce substantial reductions in model forecasting uncertainty.

 

点击下载:  PDF (946KB)



返 回