Bayesian Analysis of Time Series - Hardcover

Broemeling, Lyle D.

 
9781138591523: Bayesian Analysis of Time Series
Hardcover
ISBN 10: 1138591521 ISBN 13: 9781138591523
Verlag: Chapman and Hall/CRC, 2019

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.

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    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.

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    Verlag
    Chapman and Hall/CRC
    Erscheinungsdatum
    2019
    Sprache
    Englisch
    ISBN 10 
    1138591521
    ISBN 13 
    9781138591523
    Einband
    Gebundene Ausgabe
    Anzahl der Seiten
    292
    Kontakt zum Hersteller
    CRC Press
    https://www.routledge-ny.com

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    USA
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