METHOD FOR USING POSTERIOR INFORMATION TO IMPROVE FORECAST CAPABILITIES OF SEQUENTIAL KERNEL REGRESSION MODELS

摘要

A method using posterior information for improving forecasting capabilities is disclosed. The method implements an enhanced Sequential Kernel Regression (SKR) model by using posterior information associated with each observed conditions. The method generates a set of observed conditions for a monitored system and compares the posterior information for these conditions with a set of future parameters input by a user. From this comparison, an enlarged set of vector sequences is generated and used by the enhanced SKR model to generate a set of estimated vector sequences.