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In this paper, conventional D-S evidence theory (DST) is improved to address the problem of counter-intuitive behaviour in the application of D-S evidence theory. Firstly, the Dempster's rule of combination is extended to the general cases based on Xu Ling-yu's combination rule. Secondly, since all evidence resources are assumed fully reliable in evidence(More)
We study how to perform model selection for time series data where millions of candidate ARMA models may be eligible for selection. We propose a feasible computing method based on the Gibbs sampler. By this method model selection is performed through a random sample generation algorithm, and given a model of fixed dimension the parameter estimation is done(More)
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