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Opened 16 years ago

Last modified 16 years ago

#668 closed task

BSR Forecasting by partial simulation — at Version 1

Reported by: Víctor de Buen Remiro Owned by: Víctor de Buen Remiro
Priority: high Milestone: BSR reestimation
Component: Math Version: 2.0.1
Severity: critical Keywords: BSR, reestimation, forecast, inference, partial simulation
Cc:

Description (last modified by Víctor de Buen Remiro)

By means of partial simulation user can perform fast model forecasting from an old stored MCMC.

BSR should provide an automated an easy to use way of selecting which variables must be fixed or reloaded in order to get the faster partial sampling handler BysMcmc::McmcPartialHandler

User must to add missing output variables corresponding to tarjet forecasts and select a short temporal window in order to get faster simulations.

Change History (1)

comment:1 Changed 16 years ago by Víctor de Buen Remiro

Description: modified (diff)
Status: new → assigned
Summary: BSR Forecasting methods → BSR Forecasting by partial simulation
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