Applied Bayesian Forecasting and Time Series Analysis (inbunden)
Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
480
Utgivningsdatum
1994-09-01
Förlag
Chapman & Hall/CRC
Medarbetare
West, M.
Illustratör/Fotograf
200 black & white illustrations
Illustrationer
200 black & white illustrations
Dimensioner
226 x 170 x 28 mm
Vikt
726 g
Antal komponenter
1
Komponenter
Contains 29 Hardbacks
ISBN
9780412044014

Applied Bayesian Forecasting and Time Series Analysis

Inbunden, Engelska, 1994-09-01
2250 kr
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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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"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

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Innehållsförteckning

DYNAMIC BAYESIAN MODELLING THEORY AND APPLICATIONS Practical Modelling and Forecasting Methodological Framework Analysis of the DLM Review of Distribution Theory Classical Time Series Models Application: Turkey Chick Sales Application: Market Share Application: Marriages in Greece Further Examples and Exercises INTERACTIVE TIME SERIES ANALYSIS AND FORECASTING Installing BATS Tutorial: Introduction to BATS Files and Directories Tutorial: Introduction to Modelling Tutorial: Tutorial: Advanced Modelling Tutorial: Modelling with Incomplete Data Tutorial: Data Management BATS REFERENCE Communications Menu Descriptions