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Covariance inflation in the ensemble Kalman filter: a residual nudging perspective and some implications
Covariance inflation ensemble Kalman filter residual nudging perspective some implications
2013/6/17
This note examines the influence of covariance inflation on the distance between the measured observation and the simulated (or predicted) observation with respect to the state estimate. In order for ...
Predicting Inflation: Professional Experts Versus No-Change Forecasts
inflation predictive distribution reference forecast
2010/10/19
We compare forecasts of United States inflation from the Survey of Professional Forecasters (SPF) to predictions made by simple statistical techniques. In nowcasting, economic expertise is persuasive...