Verwandte Artikel zu Bayesian Analysis of Time Series

Bayesian Analysis of Time Series - Softcover

Broemeling, Lyle D.

 
9780367779993: Bayesian Analysis of Time Series
Softcover
ISBN 10: 0367779994 ISBN 13: 9780367779993
Verlag: Routledge, 2021

Inhaltsangabe

In many branches of science relevant observations are taken sequentially over time. Bayesian Analysis of Time Series discusses how to use models that explain the probabilistic characteristics of these time series and then utilizes the Bayesian approach to make inferences about their parameters. This is done by taking the prior information and via Bayes theorem implementing Bayesian inferences of estimation, testing hypotheses, and prediction. The methods are demonstrated using both R and WinBUGS. The R package is primarily used to generate observations from a given time series model, while the WinBUGS packages allows one to perform a posterior analysis that provides a way to determine the characteristic of the posterior distribution of the unknown parameters.





Features







  • Presents a comprehensive introduction to the Bayesian analysis of time series.






  • Gives many examples over a wide variety of fields including biology, agriculture, business, economics, sociology, and astronomy.






  • Contains numerous exercises at the end of each chapter many of which use R and WinBUGS.






    • Can be used in graduate courses in statistics and biostatistics, but is also appropriate for researchers, practitioners and consulting statisticians.






    • About the author



    Lyle D. Broemeling, Ph.D., is Director of Broemeling and Associates Inc., and is a consulting biostatistician. He has been involved with academic health science centers for about 20 years and has taught and been a consultant at the University of Texas Medical Branch in Galveston, The University of Texas MD Anderson Cancer Center and the University of Texas School of Public Health. His main interest is in developing Bayesian methods for use in medical and biological problems and in authoring textbooks in statistics. His previous books for Chapman & Hall/CRC include Bayesian Biostatistics and Diagnostic Medicine, and Bayesian Methods for Agreement.

    Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

    Über die Autorin bzw. den Autor

    Lyle D. Broemeling, Ph.D., is Director of Broemeling and Associates Inc., and is a consulting biostatistician. He has been involved with academic health science centers for about 20 years and has taught and been a consultant at the University of Texas Medical Branch in Galveston, The University of Texas MD Anderson Cancer Center and the University of Texas School of Public Health. His main interest is in developing Bayesian methods for use in medical and biological problems and in authoring textbooks in statistics. His previous books for Chapman & Hall/CRC include Bayesian Biostatistics and Diagnostic Medicine, and Bayesian Methods for Agreement.

    Von der hinteren Coverseite

    This book will describe how to use models that explain the probabilistic characteristics of a time series while the Bayesian approach will provide inferences about those probabilistic characteristics.

    „Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

    Verlag
    Routledge
    Erscheinungsdatum
    2021
    Sprache
    Englisch
    ISBN 10 
    0367779994
    ISBN 13 
    9780367779993
    Einband
    Taschenbuch
    Anzahl der Seiten
    292
    Kontakt zum Hersteller
    Nicht verfügbar
    Verantwortliche Person
    GPSR Kontakt
    gpsr@libri.de

    Europaallee 1
    Bad Hersfeld
    36244
    Deutschland