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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