Changeset 4503 for tolp/OfficialTolArchiveNetwork/ArimaTools/doc/Identificación baysesiana de modelos ARIMA multiestacionales.lyx

Timestamp:

04/03/12 17:49:17 (3 years ago)

Author:

vdebuen

Message:

Refs #1136

Files:

• tolp/OfficialTolArchiveNetwork/ArimaTools/doc/Identificación baysesiana de modelos ARIMA multiestacionales.lyx (modified) (2 diffs)

tolp/OfficialTolArchiveNetwork/ArimaTools/doc/Identificación baysesiana de modelos ARIMA multiestacionales.lyx

@@ -915 +915 @@
 \begin_inset Formula 
 \begin{equation}
-Pr\left[\left.p'_{r}\right|p_{r}\right]=\frac{\lambda^{\left|q_{r}-q'_{r}\right|}}{\underset{k=q_{r}^{-}}{\overset{q_{r}^{+}}{\sum}}\lambda^{\left|q_{r}-k\right|}}\forall q_{r}^{-}\leq q'_{r},q_{r}\leq q_{r}^{+}
+Pr\left[\left.q'_{r}\right|q_{r}\right]=\frac{\lambda^{\left|q_{r}-q'_{r}\right|}}{\underset{k=q_{r}^{-}}{\overset{q_{r}^{+}}{\sum}}\lambda^{\left|q_{r}-k\right|}}\forall q_{r}^{-}\leq q'_{r},q_{r}\leq q_{r}^{+}
 \end{equation}
 
@@ -931 +931 @@
 \begin_layout Standard
 La log-densidad de transición entre dos modelos dependerá por tanto de si
- se ha movido un AR o un MA.
- Sea  
-\end_layout
-
-\begin_layout Standard
-\begin_inset Formula 
-\begin{equation}
-\ln\left(f\left(\left.\left(\omega',\varphi'\right)\right|\left(\omega,\varphi\right)\right)\right)=\left\{ \begin{array}{ccc}
-cte+\ln\left(Pr\left[\left.p'_{r}\right|p_{r}\right]\right)-\frac{1}{2}\underset{i=1}{\overset{p'_{r}}{\sum}}\frac{\phi'_{r,i}-\phi{}_{r,i}}{\delta^{2}}^{2} & \forall & p'_{r}\neq p_{r}\\
-cte+\ln\left(Pr\left[\left.p'_{r}\right|p_{r}\right]\right)-\frac{1}{2}\underset{i=1}{\overset{q'_{r}}{\sum}}\frac{\phi'_{r,i}-\phi{}_{r,i}}{\delta^{2}}^{2} & \forall & q'_{r}\neq q_{r}
-\end{array}\right.
-\end{equation}
-
-\end_inset
-
-
-\end_layout
-
-\begin_layout Standard
-\begin_inset Formula 
-\begin{equation}
-\ln\left(f\left(\left.\left(\omega',\varphi'\right)\right|\left(\omega,\varphi\right)\right)\right)=\left\{ \begin{array}{ccc}
--\ln\left(2m\right)+\ln\left(Pr\left[\left.p'_{r}\right|p_{r}\right]\right)-\frac{1}{2}\ln\left(2\pi\delta^{2}\right)-\frac{1}{2}\underset{i=1}{\overset{p'_{r}}{\sum}}\frac{\phi'_{r,i}-\phi{}_{r,i}}{\delta^{2}}^{2} & \forall & p'_{r}\neq p_{r}\\
--\ln\left(2m\right)+\ln\left(Pr\left[\left.p'_{r}\right|p_{r}\right]\right)-\frac{1}{2}\ln\left(2\pi\delta^{2}\right)-\frac{1}{2}\underset{i=1}{\overset{q'_{r}}{\sum}}\frac{\phi'_{r,i}-\phi{}_{r,i}}{\delta^{2}}^{2} & \forall & q'_{r}\neq q_{r}
-\end{array}\right.
+ se ha movido un AR
+\end_layout
+
+\begin_layout Standard
+\begin_inset Formula 
+\begin{equation}
+\ln\left(f\left(\left.\left(\omega',\varphi'\right)\right|\left(\omega,\varphi\right)\right)\right)=cte+\ln\left(Pr\left[\left.p'_{r}\right|p_{r}\right]\right)-\frac{1}{2}\underset{i=1}{\overset{p'_{r}}{\sum}}\frac{\phi'_{r,i}-\phi{}_{r,i}}{\delta^{2}}^{2}
+\end{equation}
+
+\end_inset
+
+ o un MA
+\end_layout
+
+\begin_layout Standard
+\begin_inset Formula 
+\begin{equation}
+\ln\left(f\left(\left.\left(\omega',\varphi'\right)\right|\left(\omega,\varphi\right)\right)\right)=cte+\ln\left(Pr\left[\left.q'_{r}\right|q_{r}\right]\right)-\frac{1}{2}\underset{i=1}{\overset{q'_{r}}{\sum}}\frac{\phi'_{r,i}-\phi{}_{r,i}}{\delta^{2}}^{2}
 \end{equation}