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Prediction Adjustments for Asymmetric Quadratic Loss with a Gaussian Process

 

作者: CainMichael,  

 

期刊: Journal of the Operational Research Society  (Taylor Available online 1994)
卷期: Volume 45, issue 10  

页码: 1179-1184

 

ISSN:0160-5682

 

年代: 1994

 

DOI:10.1057/jors.1994.187

 

出版商: Taylor&Francis

 

关键词: asymmetric quadratic loss;gaussian process;prediction

 

数据来源: Taylor

 

摘要:

AbstractThis paper presents a table of values of an adjustment factor to be used in predicting future values of a Gaussian process in the presence of asymmetric quadratic loss and which are helpful in the control of such a process. It is shown that in this case the optimal prediction is merely an additive adjustment to the conditional mean, the adjustment being the product of the standard deviation and the appropriate tabulated value.

 

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