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Applied Bayesian Forecasting and Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science) - Hardcover
Inhaltsangabe
Book by Pole Andy West Mike Harrison Jeff
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Críticas
"This book has filled a significant gap in the market for statistical texts. It should move Bayesian techniques for time series analysis and forecasting into the standard repertoire of applied statisticians. I think that it is an excellent book, and recommend it, especially to those who are not already familiar with these ideas." -The Statistician
Reseña del editor
Practical in its approach, Applied Bayesian Forecasting and Time Series Analysis provides the theories, methods, and tools necessary for forecasting and the analysis of time series. The authors unify the concepts, model forms, and modeling requirements within the framework of the dynamic linear mode (DLM). They include a complete theoretical development of the DLM and illustrate each step with analysis of time series data. Using real data sets the authors: Explore diverse aspects of time series, including how to identify, structure, explain observed behavior, model structures and behaviors, and interpret analyses to make informed forecasts Illustrate concepts such as component decomposition, fundamental model forms including trends and cycles, and practical modeling requirements for routine change and unusual events Conduct all analyses in the BATS computer programs, furnishing online that program and the more than 50 data sets used in the text The result is a clear presentation of the Bayesian paradigm: quantified subjective judgements derived from selected models applied to time series observations. Accessible to undergraduates, this unique volume also offers complete guidelines valuable to researchers, practitioners, and advanced students in statistics, operations research, and engineering.
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- VerlagChapman and Hall/CRC
- Erscheinungsdatum1994
- ISBN 10 0412044013
- ISBN 13 9780412044014
- EinbandTapa dura
- SpracheEnglisch
- Auflage1
- Anzahl der Seiten430
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Applied Bayesian Forecasting and Time Series Analysis
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Applied Bayesian Forecasting and Time Series Analysis
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Zustand: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780412044014. Artikel-Nr. 5840887
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Applied Bayesian Forecasting and Time Series Analysis
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Applied Bayesian Forecasting and Time Series Analysis
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