具AR相關和冪次轉換之成長曲線模型的貝氏分析

Abstract

在這篇論文中，我們從貝氏的觀點來考慮具冪次轉換的一般成長曲線模型，而其中共變異數結構是平穩的g次自我迴歸過程。文中探討參數估計和未來值的預測，並以實際的資料和模擬的資料來描述結果。

In this paper we consider Bayesian analysis of generalized growth curve model with power transformation when the covariance matrix A = aC where C is the correlation matrix with the stationary autoregressive process of order g, g < p and a > 0 are unknown. We consider both parameter estimation and prediction of future values. Results are illustrated with real and simulated data.