0450479 20240111140910.520151119235959.9 12 s. E cav_un_epca*0450656978-618-5180-05-8727-738PiraeusISAST: International Society for the Advancement of Science and Technology2015 mixture model mixture prediction recursive mixture estimation dynamic pointer active component cav_un_auth*0101167 Nagy Ivan Zpracování signálů Department of Signal Processing ZS ZS UTIA-B Department of Signal Processing Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0108105 Suzdaleva Evgenia Zpracování signálů Department of Signal Processing ZS ZS UTIA-B Department of Signal Processing Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0274528 Mlynářová Tereza Zpracování signálů Department of Signal Processing ZS ZS UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. pdf http://library.utia.cas.cz/separaty/2015/ZS/suzdaleva-0450479.pdf GA15-03564S GA ČR cav_un_auth*0321440 7H14004 GA MŠk cav_un_auth*0306850 7H14005 GA MŠk BE cav_un_auth*0308433 The presented paper deals with a task of the multi-step prediction with mixture models under Bayesian methodology. The main contribution of the paper is a recursive prediction algorithm for mixtures with the dynamic switching model. The proposed algorithm is based on construction of the weighting vector predicting the active component and its combination with data predictions from components. With the help of illustrative examples the paper compares the results with those obtained for the mixture prediction with the static switching model. cav_un_auth*0322106 The 16th conference of the Applied Stochastic Models and Data Analysis (ASMDA) International Society Piraeus 30.06.2015-4.07.2015 GR 2016 BB 3 PR RVO:67985556 http://hdl.handle.net/11104/0251934 S 2015 pdf cav_un_epca*0450656 Proceedings of the 16th conference of the Applied Stochastic Models and Data Analysis (ASMDA) International Society 978-618-5180-05-8 727 738 Piraeus ISAST: International Society for the Advancement of Science and Technology 2015