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04/03/12 17:49:17 (2 years ago)
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vdebuen
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Refs #1136

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

    r4427 r4503  
    915915\begin_inset Formula  
    916916\begin{equation} 
    917 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}^{+} 
     917Pr\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}^{+} 
    918918\end{equation} 
    919919 
     
    931931\begin_layout Standard 
    932932La log-densidad de transición entre dos modelos dependerá por tanto de si 
    933  se ha movido un AR o un MA. 
    934  Sea   
    935 \end_layout 
    936  
    937 \begin_layout Standard 
    938 \begin_inset Formula  
    939 \begin{equation} 
    940 \ln\left(f\left(\left.\left(\omega',\varphi'\right)\right|\left(\omega,\varphi\right)\right)\right)=\left\{ \begin{array}{ccc} 
    941 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}\\ 
    942 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} 
    943 \end{array}\right. 
    944 \end{equation} 
    945  
    946 \end_inset 
    947  
    948  
    949 \end_layout 
    950  
    951 \begin_layout Standard 
    952 \begin_inset Formula  
    953 \begin{equation} 
    954 \ln\left(f\left(\left.\left(\omega',\varphi'\right)\right|\left(\omega,\varphi\right)\right)\right)=\left\{ \begin{array}{ccc} 
    955 -\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}\\ 
    956 -\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} 
    957 \end{array}\right. 
     933 se ha movido un AR 
     934\end_layout 
     935 
     936\begin_layout Standard 
     937\begin_inset Formula  
     938\begin{equation} 
     939\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} 
     940\end{equation} 
     941 
     942\end_inset 
     943 
     944 o un MA 
     945\end_layout 
     946 
     947\begin_layout Standard 
     948\begin_inset Formula  
     949\begin{equation} 
     950\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} 
    958951\end{equation} 
    959952