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Multiagent Bayesian Forecasting of Time Series with Graphical Models

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Fig. 1 shows a DBN where V 1 = {a 1 , b 1 , c 1 , d 1 , e 1 , f 1 }, E 1 = {(a 1 , b 1 ), (b 1 , d 1 ), (c 1 , e 1 ), (d 1 , e 1 ), (e 1 , f 1 )}, F 1 = {(a 0 , b 1 ), (f 0 , f 1 )}, F I 1 = {a 1 , f 1 }, and BI 1 = {a 1 , b 1 , e 1 , f 1 }
Figure 4: A DMSBN based multiagent system.
Table 1: Forecasting accuracy with causal strength t = 0.93

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