Applied Bayesian Forecasting and Time Series Analysis

Andy Pole

ISBN 10: 0367449382 ISBN 13: 9780367449384

Verlag: CRC Press, 2019

Sprache: Englisch

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Bibliografische Details

Titel

Applied Bayesian Forecasting and Time Series Analysis

Verlag

CRC Press

Erscheinungsjahr

2019

Sprache

Englisch

ISBN-10

0367449382

ISBN-13

9780367449384

Einband

PAP

Zustand

New

Verk�uferkataloge

�ber diesen Titel

Inhaltsangabe

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.

�ber die Autorin bzw. den Autor

Pole, Andy; West, Mike; Harrison, Jeff

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