Bayesian Forecasting and Dynamic Models - Brossura

West, Mike; Harrison, Jeff

 
9781475770988: Bayesian Forecasting and Dynamic Models
Brossura
ISBN 10: 1475770987 ISBN 13: 9781475770988
Casa editrice: Springer, 2013

Sinossi

This text is concerned with Bayesian learning, inference and forecasting in dynamic environments. We describe the structure and theory of classes of dynamic models and their uses in forecasting and time series analysis. The principles, models and methods of Bayesian forecasting and time - ries analysis have been developed extensively during the last thirty years. Thisdevelopmenthasinvolvedthoroughinvestigationofmathematicaland statistical aspects of forecasting models and related techniques. With this has come experience with applications in a variety of areas in commercial, industrial, scienti?c, and socio-economic ?elds. Much of the technical - velopment has been driven by the needs of forecasting practitioners and applied researchers. As a result, there now exists a relatively complete statistical and mathematical framework, presented and illustrated here. In writing and revising this book, our primary goals have been to present a reasonably comprehensive view of Bayesian ideas and methods in m- elling and forecasting, particularly to provide a solid reference source for advanced university students and research workers.

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Contenuti

to the DLM: The First-Order Polynomial Model.- to the DLM: The Dynamic Regression Model.- The Dynamic Linear Model.- Univariate Time Series DLM Theory.- Model Specification and Design.- Polynomial Trend Models.- Seasonal Models.- Regression, Autoregression, and Related Models.- Illustrations and Extensions of Standard DLMs.- Intervention and Monitoring.- Multi-Process Models.- Non-Linear Dynamic Models: Analytic and Numerical Approximations.- Exponential Family Dynamic Models.- Simulation-Based Methods in Dynamic Models.- Multivariate Modelling and Forecasting.- Distribution Theory and Linear Algebra.

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Editore
Springer
Data di pubblicazione
2013
Lingua
Inglese
ISBN 10 
1475770987
ISBN 13 
9781475770988
Rilegatura
Copertina flessibile
Numero edizione
2
Numero di pagine
700
Contatto del produttore
non disponibile
Persona responsabile
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Germania

Altre edizioni note dello stesso titolo

9780387947259: Bayesian Forecasting and Dynamic Models

Edizione in evidenza

ISBN 10:  0387947256 ISBN 13:  9780387947259
Casa editrice: Springer-Verlag GmbH, 1997
Rilegato