AAAI Publications, Twenty-Second International FLAIRS Conference

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Multiagent Bayesian Forecasting of Time Series with Graphical Models
Yang Xiang, James Smith, Jeff Kroes

Last modified: 2009-03-18

Abstract


Time series are found widely in engineering and science.  We study multiagent forecasting in time series, drawing from literature on time series, graphical models, and multiagent systems.  Knowledge representation of our agents is based on dynamic multiply sectioned Bayesian networks (DMSBNs), a class of cooperative multiagent graphical models.  We propose a method through which agents can perform one-step forecast with exact probabilistic inference.  Superior performance of our agents over agents based on dynamic Bayesian networks (DBNs) are demonstrated through experiment.

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