Bayesian Forecasting and Dynamic Models

West, Mike

ISBN 10: 0387970258 / ISBN 13: 9780387970257

Editore: Springer Verlag, 1989

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This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1300grams, ISBN:0387970258. Codice articolo 8624319

Dati bibliografici

Titolo: Bayesian Forecasting and Dynamic Models

Casa editrice: Springer Verlag

Data di pubblicazione: 1989

Legatura: Rilegato

Condizione: Good

Descrizione articolo

Riassunto:

In this book we are concerned with Bayesian learning and forecast­ ing in dynamic environments. We describe the structure and theory of classes of dynamic models, and their uses in Bayesian forecasting. The principles, models and methods of Bayesian forecasting have been developed extensively during the last twenty years. This devel­ opment has involved thorough investigation of mathematical and sta­ tistical aspects of forecasting models and related techniques. With this has come experience with application in a variety of areas in commercial and industrial, scientific and socio-economic fields. In­ deed much of the technical development has been driven by the needs of forecasting practitioners. As a result, there now exists a relatively complete statistical and mathematical framework, although much of this is either not properly documented or not easily accessible. Our primary goals in writing this book have been to present our view of this approach to modelling and forecasting, and to provide a rea­ sonably complete text for advanced university students and research workers. The text is primarily intended for advanced undergraduate and postgraduate students in statistics and mathematics. In line with this objective we present thorough discussion of mathematical and statistical features of Bayesian analyses of dynamic models, with illustrations, examples and exercises in each Chapter.

Recensione:

"The authors are well known to anyone with an interest in forecasting and time series modelling.... Anyone familiar with the authors' work will wish to read this book."
(Mathematical Reviews)