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Chirp signals are frequently used in different areas of science andengineering. MCMC based Bayesian inference is done here for purpose of one stepand multiple step prediction in case of one dimensional single chirp signalwith i.\ i.\ d.\ error structure as well as dependent error structure withexponentially decaying covariances. We use Gibbs sampling technique and randomwalk MCMC to update the parameters. We perform total five simulation studiesfor illustration purpose. We also do some real data analysis to show how themethod is working in practice.

Single step and multiple step forecasting in one dimensional single chirp signal using MCMC based Bayesian analysis