J
Jeff Harrison
Researcher at University of Warwick
Publications - 11
Citations - 3187
Jeff Harrison is an academic researcher from University of Warwick. The author has contributed to research in topics: Linear model & Polynomial regression. The author has an hindex of 6, co-authored 11 publications receiving 3163 citations.
Papers
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Book
Bayesian Forecasting and Dynamic Models
Mike West,Jeff Harrison +1 more
TL;DR: In this article, the authors propose a model called the Dynamic Regression Model (DRM) which is an extension of the First-Order Polynomial Model (FOPM) and the Dynamic Linear Model (DLM).
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Bayesian forecasting and dynamic models (2nd ed.)
Mike West,Jeff Harrison +1 more
TL;DR: In this article, Bayesian Forecasting and Dynamic Models (2nd edn) are used for forecasting and dynamic models in the Operational Research Society (ORS) journal.
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Subjective intervention in formal models
Mike West,Jeff Harrison +1 more
TL;DR: This paper considers Bayesian forecasting models open to interventions, of essentially any form, to incorporate subjective information made available to the user and derives theoretical results that provide the means to formally incorporate feedforward interventions into Bayesian models.
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Practical Bayesian forecasting
Jeff Harrison,Mike West +1 more
TL;DR: The purpose and environment of Bayesian forecasting systems are described and reviewed, stressing foundational concepts, component models, the discount concept and intervention, and interactive analyses using a purpose-built suite of APL functions.
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Dynamic linear model diagnostics
Jeff Harrison,Mike West +1 more
TL;DR: New and computationally simple filtering equations are derived for past state parameters based on leaving out one observation at a time, providing dynamic model based versions of methods currently used in standard, static regression diagnostics.