On the Prediction of a Nonstationary Exponential Distribution Based on Bayes Decision Theory

Daiki Koizumi

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Paper

On the Prediction of a Nonstationary Exponential Distribution Based on Bayes Decision Theory

Topics: Data Mining; Data Science; Machine Learning

In Proceedings of the 15th International Conference on Agents and Artificial Intelligence - Volume 3: ICAART, 193-201, 2023 , Lisbon, Portugal

Author: Daiki Koizumi

Affiliation: Otaru University of Commerce, 3–5–21, Midori, Otaru-city, Hokkaido, 045–8501, Japan

Keyword(s): Probability Model, Bayes Decision Theory, Nonstationary Exponential Distribution, Hierarchical Bayesian Model.

Abstract: A prediction problem with a nonstationary exponential distribution based on the Bayes decision theory was considered in this paper. The proposed predictive algorithm is based on both posterior and predictive distributions in a Bayesian context. The predictive estimator satisfies the Bayes optimality, which guarantees a minimum average error rate with a nonstationary probability model, a squared loss function, and a prior distribution of parameter. Finally, the predictive performance of the proposed algorithm was evaluated via comparison with the stationary exponential distribution using real meteorological data.

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Paper citation in several formats:

Koizumi, D. (2023). On the Prediction of a Nonstationary Exponential Distribution Based on Bayes Decision Theory. In Proceedings of the 15th International Conference on Agents and Artificial Intelligence - Volume 3: ICAART; ISBN 978-989-758-623-1; ISSN 2184-433X, SciTePress, pages 193-201. DOI: 10.5220/0011632500003393

@conference{icaart23,
author={Daiki Koizumi.},
title={On the Prediction of a Nonstationary Exponential Distribution Based on Bayes Decision Theory},
booktitle={Proceedings of the 15th International Conference on Agents and Artificial Intelligence - Volume 3: ICAART},
year={2023},
pages={193-201},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0011632500003393},
isbn={978-989-758-623-1},
issn={2184-433X},
}

TY - CONF

JO - Proceedings of the 15th International Conference on Agents and Artificial Intelligence - Volume 3: ICAART
TI - On the Prediction of a Nonstationary Exponential Distribution Based on Bayes Decision Theory
SN - 978-989-758-623-1
IS - 2184-433X
AU - Koizumi, D.
PY - 2023
SP - 193
EP - 201
DO - 10.5220/0011632500003393
PB - SciTePress