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Description
  • The paper suggests extension of the traditional system dynamics approach to modeling of economic and social systems to the case of a stochastic behavior. It applies Bayesian statistical methods to the problem of estimating the state, parameters and structure of a dynamical model. It proposes and illustrates using a practical example the use of a sequential Monte Carlo method for approximation of recursive estimation.
  • The paper suggests extension of the traditional system dynamics approach to modeling of economic and social systems to the case of a stochastic behavior. It applies Bayesian statistical methods to the problem of estimating the state, parameters and structure of a dynamical model. It proposes and illustrates using a practical example the use of a sequential Monte Carlo method for approximation of recursive estimation. (en)
  • Článek navrhuje zobecnění tradičního systémově-dynamického přístupu k modelování ekonomických a sociálních systémů pro případ stochastického chování. Aplikuje bayesovské statistické metody na problém odhadování stavu, parametrů a struktury dynamického modelu. Navrhuje a na praktickém příkladu ilustruje použití sekvenční metody Monte Carlo k aproximaci rekurzívního odhadování. (cs)
Title
  • Bayesian Analysis of Stochastic System Dynamics
  • Bayesian Analysis of Stochastic System Dynamics (en)
  • Bayesovská analýza stochastické systémové dynamiky (cs)
skos:prefLabel
  • Bayesian Analysis of Stochastic System Dynamics
  • Bayesian Analysis of Stochastic System Dynamics (en)
  • Bayesovská analýza stochastické systémové dynamiky (cs)
skos:notation
  • RIV/67985556:_____/07:00087438!RIV08-AV0-67985556
http://linked.open.../vavai/riv/strany
  • 1;26
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(IAA700750701), Z(AV0Z10750506)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 411436
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/07:00087438
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • System dynamics; Bayesian inference; Sequential Monte Carlo methods (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [4EB4D15B6910]
http://linked.open...v/mistoKonaniAkce
  • Boston
http://linked.open...i/riv/mistoVydani
  • Boston
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 25th International Conference of the System Dynamics Society
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Kulhavý, Rudolf
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • The System Dynamics Society
https://schema.org/isbn
  • 978-0-9745329-8-1
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