Time-series prediction using belief network models

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KSL-95-74 +  redirect page

Time-series prediction using belief network models +  Has identifier

Time-series prediction using belief network models +  Ksl tr id

Time-series prediction using belief network models +  Number

Time-series prediction using belief network models

Bibtype  techreport

Has publishing details  1995

Has title  Time-series prediction using belief network models

Has where published  KSL-95-74

Has year  1995

Title  Time-series prediction using belief network models

Year  1995

Abstract  We address the problem of generating norma We address the problem of generating normative forecasts efficiently from a Bayesian belief network. Forecasts are predictions of future values of domain variables conditioned on current and past values of domain variables. To address the forecasting problem, we have developed a probability forecasting methodology, Dynamic Network Models (DNMs), through a synthesis of belief-network models and classical time-series models. The DNM methodology is based on the integration of fundamental methods of Bayesian time-series analysis with recent additive generalizations of belief-network representation and inference techniques.We apply DNMs to the problem of forecasting episodes of apnea, that is, regular intervals of breathing cessation in patients afflicted with sleep apnea. We compare the one-step-ahead forecasts of chest volume, an indicator of apnea, made by autoregressive models, belief networks, and DNMs. We also construct a DNM to analyze the multivariate time series of chest volume, heart rate and oxygen saturation data. me, heart rate and oxygen saturation data.

Note  Updated October 1995.

Author  Paul Dagum and Adam Galper +

Has author  Paul Dagum and Adam Galper +

Has identifier  Time-series prediction using belief network models +

Institution  Knowledge Systems, AI Laboratory +

Ksl tr id  Time-series prediction using belief network models +

Number  Time-series prediction using belief network models +

Process note  YES +

Categories  KSL Technical Report +, Publication +, Technical Report +

 

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