Posterior Analysis of State Space Model with Spherical Symmetricity

<table class="table-group" id="tab1"><tr><td><table class="table"><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr class="thead"><td align="left">Observations</td><td align="center">True value</td><td align="center">Predicted value</td></tr><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr><td align="left"><span style="width: 16.7756ptpx;"><svg height="11.7574pt" id="M193" style="vertical-align:-3.16066pt" version="1.1" viewbox="-0.0498162 -8.59674 16.7756 11.7574" width="16.7756pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M679 650H432L424 619L456 615C499 610 507 601 486 568C442 499 366 400 315 336C281 403 229 526 211 570C199 600 202 610 239 614C239 614 281 618 281 619L288 650H33L24 619C98 612 106 606 129 552L226 325C238 297 238 282 234 259L211 136C193 42 184 38 97 32L86 0H375L382 32C285 39 277 45 296 136L324 267C329 290 337 304 350 322C420 416 479 489 523 539C582 607 595 613 668 619L679 650Z" id="g50-90"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="691" vert-adv-y="691"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,7.254,3.001)"><path d="M141 347C171 480 264 541 327 570C364 587 403 599 436 605L429 641C389 634 339 622 300 609C191 570 37 458 37 239C37 86 126 -12 245 -12C367 -12 454 89 454 210C454 314 380 397 272 397C252 397 230 390 208 380L141 347ZM231 338C323 338 366 257 366 174C366 108 340 27 263 27C180 27 129 123 129 244C129 268 130 292 135 310C158 323 193 338 231 338Z" id="g50-55"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="487" vert-adv-y="487"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,11.686,3.001)"><path d="M389 0V32C297 38 291 46 291 118V635C234 613 175 595 109 583V556L161 554C203 552 207 547 207 497V118C207 46 201 38 110 32V0H389Z" id="g50-50"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="487" vert-adv-y="487"></glyph.data></g></svg></span></td><td align="center">434.9</td><td align="center">435.2</td></tr><tr><td align="left"><span style="width: 16.7756ptpx;"><svg height="11.7574pt" id="M194" style="vertical-align:-3.16066pt" version="1.1" viewbox="-0.0498162 -8.59674 16.7756 11.7574" width="16.7756pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M679 650H432L424 619L456 615C499 610 507 601 486 568C442 499 366 400 315 336C281 403 229 526 211 570C199 600 202 610 239 614C239 614 281 618 281 619L288 650H33L24 619C98 612 106 606 129 552L226 325C238 297 238 282 234 259L211 136C193 42 184 38 97 32L86 0H375L382 32C285 39 277 45 296 136L324 267C329 290 337 304 350 322C420 416 479 489 523 539C582 607 595 613 668 619L679 650Z" id="g50-90"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="691" vert-adv-y="691"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,7.254,3.001)"><path d="M141 347C171 480 264 541 327 570C364 587 403 599 436 605L429 641C389 634 339 622 300 609C191 570 37 458 37 239C37 86 126 -12 245 -12C367 -12 454 89 454 210C454 314 380 397 272 397C252 397 230 390 208 380L141 347ZM231 338C323 338 366 257 366 174C366 108 340 27 263 27C180 27 129 123 129 244C129 268 130 292 135 310C158 323 193 338 231 338Z" id="g50-55"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="487" vert-adv-y="487"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,11.686,3.001)"><path d="M414 144C384 79 371 75 317 75H135L276 221C367 316 408 376 408 465C408 570 327 635 237 635C179 635 131 609 100 575L42 494L67 471C94 510 138 565 205 565C277 565 321 517 321 435C321 348 258 270 195 195C146 137 88 81 33 26V0H411C423 44 433 88 446 135L414 144Z" id="g50-51"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="487" vert-adv-y="487"></glyph.data></g></svg></span></td><td align="center">434.35</td><td align="center">438.26</td></tr><tr><td align="left"><span style="width: 16.7756ptpx;"><svg height="11.7574pt" id="M195" style="vertical-align:-3.16066pt" version="1.1" viewbox="-0.0498162 -8.59674 16.7756 11.7574" width="16.7756pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M679 650H432L424 619L456 615C499 610 507 601 486 568C442 499 366 400 315 336C281 403 229 526 211 570C199 600 202 610 239 614C239 614 281 618 281 619L288 650H33L24 619C98 612 106 606 129 552L226 325C238 297 238 282 234 259L211 136C193 42 184 38 97 32L86 0H375L382 32C285 39 277 45 296 136L324 267C329 290 337 304 350 322C420 416 479 489 523 539C582 607 595 613 668 619L679 650Z" id="g50-90"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="691" vert-adv-y="691"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,7.254,3.001)"><path d="M141 347C171 480 264 541 327 570C364 587 403 599 436 605L429 641C389 634 339 622 300 609C191 570 37 458 37 239C37 86 126 -12 245 -12C367 -12 454 89 454 210C454 314 380 397 272 397C252 397 230 390 208 380L141 347ZM231 338C323 338 366 257 366 174C366 108 340 27 263 27C180 27 129 123 129 244C129 268 130 292 135 310C158 323 193 338 231 338Z" id="g50-55"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="487" vert-adv-y="487"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,11.686,3.001)"><path d="M290 377C321 398 342 415 358 430C378 450 389 473 389 502C389 578 329 635 238 635H237C184 635 137 610 109 578L64 515L88 493C112 529 154 573 208 573S303 542 303 482C303 409 233 370 141 341L149 308C165 313 190 319 215 319C272 319 341 283 341 193C342 98 292 43 222 43C163 43 122 72 96 94C88 101 79 100 70 94C61 87 47 73 46 60C44 47 48 37 62 23C76 10 118 -12 165 -12C238 -12 430 62 430 223C430 297 379 359 290 375V377Z" id="g50-52"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="487" vert-adv-y="487"></glyph.data></g></svg></span></td><td align="center">435.68</td><td align="center">437</td></tr><tr><td align="left"><span style="width: 16.7756ptpx;"><svg height="11.7574pt" id="M196" style="vertical-align:-3.16066pt" version="1.1" viewbox="-0.0498162 -8.59674 16.7756 11.7574" width="16.7756pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M679 650H432L424 619L456 615C499 610 507 601 486 568C442 499 366 400 315 336C281 403 229 526 211 570C199 600 202 610 239 614C239 614 281 618 281 619L288 650H33L24 619C98 612 106 606 129 552L226 325C238 297 238 282 234 259L211 136C193 42 184 38 97 32L86 0H375L382 32C285 39 277 45 296 136L324 267C329 290 337 304 350 322C420 416 479 489 523 539C582 607 595 613 668 619L679 650Z" id="g50-90"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="691" vert-adv-y="691"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,7.254,3.001)"><path d="M141 347C171 480 264 541 327 570C364 587 403 599 436 605L429 641C389 634 339 622 300 609C191 570 37 458 37 239C37 86 126 -12 245 -12C367 -12 454 89 454 210C454 314 380 397 272 397C252 397 230 390 208 380L141 347ZM231 338C323 338 366 257 366 174C366 108 340 27 263 27C180 27 129 123 129 244C129 268 130 292 135 310C158 323 193 338 231 338Z" id="g50-55"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="487" vert-adv-y="487"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,11.686,3.001)"><path d="M462 177V227H365V632H320C217 496 116 350 21 208V177H284V109C284 43 280 38 190 31V0H451V31C369 38 365 43 365 108V177H462ZM284 227H88C155 336 218 430 282 519H284V227Z" id="g50-53"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="487" vert-adv-y="487"></glyph.data></g></svg></span></td><td align="center">435.23</td><td align="center">439.8</td></tr><tr><td align="left"><span style="width: 16.7756ptpx;"><svg height="11.7574pt" id="M197" style="vertical-align:-3.16066pt" version="1.1" viewbox="-0.0498162 -8.59674 16.7756 11.7574" width="16.7756pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M679 650H432L424 619L456 615C499 610 507 601 486 568C442 499 366 400 315 336C281 403 229 526 211 570C199 600 202 610 239 614C239 614 281 618 281 619L288 650H33L24 619C98 612 106 606 129 552L226 325C238 297 238 282 234 259L211 136C193 42 184 38 97 32L86 0H375L382 32C285 39 277 45 296 136L324 267C329 290 337 304 350 322C420 416 479 489 523 539C582 607 595 613 668 619L679 650Z" id="g50-90"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="691" vert-adv-y="691"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,7.254,3.001)"><path d="M141 347C171 480 264 541 327 570C364 587 403 599 436 605L429 641C389 634 339 622 300 609C191 570 37 458 37 239C37 86 126 -12 245 -12C367 -12 454 89 454 210C454 314 380 397 272 397C252 397 230 390 208 380L141 347ZM231 338C323 338 366 257 366 174C366 108 340 27 263 27C180 27 129 123 129 244C129 268 130 292 135 310C158 323 193 338 231 338Z" id="g50-55"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="487" vert-adv-y="487"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,11.686,3.001)"><path d="M158 548H390L417 615L410 623H122L83 318C105 326 143 337 185 337C296 337 350 275 350 188C350 116 308 42 225 42C164 42 122 74 100 93C90 101 82 99 72 92C60 82 51 68 50 59C48 46 52 38 66 24C82 9 125 -12 172 -12C225 -11 292 15 346 59C408 108 437 166 437 226C437 309 371 397 242 397C214 397 170 382 133 369L158 548Z" id="g50-54"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="487" vert-adv-y="487"></glyph.data></g></svg></span></td><td align="center">437</td><td align="center">445.1</td></tr><tr class="table-tr"><td colspan="3"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

Prediction of the opening stock prices up till 5 steps ahead of the recorded data.

Journal of Probability and Statistics

Posterior Analysis of State Space Model with Spherical Symmetricity

Table 1