I am trying to use Bayesian methods (Bayes rule) to predict further datapoints (at point n,n+1,n+2 etc..)...
I begin by generating a normal pdf using previous 75 datapoints (prior: n-75 to n-1) with mean value, μ: 1.25 and standard deviation, δ: 3.67.
Note: previous datapoints range from -5 to +5 in value.
I calculate the maximum probabilty of 0.11 for datapoint = 1.30.
Using this will underestimate (predict) the value at n.
I now want to incorporate (into the probability) the fact that I know my previous two datapoints (n-2 to n-1) showed increase towards +ve...
I begin by generating a normal pdf using previous 75 datapoints (prior: n-75 to n-1) with mean value, μ: 1.25 and standard deviation, δ: 3.67.
Note: previous datapoints range from -5 to +5 in value.
I calculate the maximum probabilty of 0.11 for datapoint = 1.30.
Using this will underestimate (predict) the value at n.
I now want to incorporate (into the probability) the fact that I know my previous two datapoints (n-2 to n-1) showed increase towards +ve...
0 commentaires:
Enregistrer un commentaire