Bayesian Forecasting and Dynamic Models

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Springer ebook

Bayesian Forecasting and Dynamic Models
Series: Springer Series in Statistics
West, Mike, Harrison, Jeff

2nd ed. 1997. Corr. 2nd printing, 1999, XIV, 680 p., 115 illus., Hardcover

ISBN: 978-0-387-94725-9

About this textbook
The second edition of this book includes revised, updated, and additional material on the structure, theory, and application of classes of dynamic models in Bayesian time series analysis and forecasting. In addition to wide ranging updates to central material, the second edition includes many more exercises and covers new topics at the research and application frontiers of Bayesian forecastings.
Written for:
Researchers, graduate students

Table of contents
Introduction.- Introduction to the DLM: The first-order polynomial model.- Introduction to the DLM: The regression DLM.- The Dynamic Linear Model.- Univariate Time Series DLM Theory.- Model Specification and Design.- Polynomial Trend Models.- Seasonal Models.- Regression, Autoregression, and Related Models.- Illustrations and Extensions of Standard DLMS.- Intervention and Monitoring.- Multi-Process Models.- Non-Linear Dynamic Models: Analytic and Numerical Approximations.- Exponential Family Dynamic Models.- Simulation-Based Methods in Dynamic Models.- Multivariate Modelling and Forecasting.- Distribution Theory and Linear Algebra. Bibliography.- Author Index.- Subject Index.

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Bayesian Forecasting and Dynamic Models
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13楼给出的附件详细说明

【书名】 Bayesian Forecasting and Dynamic Models
【作者】West, Mike, Harrison, Jeff
【出版社】Springer
【版本】2nd ed.
【出版日期】1997
【文件格式】PDF
【文件大小】7.16 MB
【页数】680 pages
【ISBN出版号】ISBN: 978-0-387-94725-9
【资料类别】计量经济学，统计学
【市面定价】76.50 Dollars Amazon Price
【扫描版还是影印版】影印版
【是否缺页】完整
【关键词】Bayesian statistics, dynamic model
【内容简介】
About this textbook The second edition of this book includes revised, updated, and additional material on the structure, theory, and application of classes of dynamic models in Bayesian time series analysis and forecasting. In addition to wide ranging updates to central material, the second edition includes many more exercises and covers new topics at the research and application frontiers of Bayesian forecastings.
【目录】
Table of contentsIntroduction.
- Introduction to the DLM: The firstorder polynomial model.

- Introduction to the DLM: The regression DLM.
- The Dynamic Linear Model.
- Univariate Time Series DLM Theory.
- Model Specification and Design.
- Polynomial Trend Models.
- Seasonal Models.
- Regression, Autoregression, and Related Models.
- Illustrations and Extensions of Standard DLMS.
- Intervention and Monitoring.
- Multi-Process Models.
- Non-Linear Dynamic Models: Analytic and Numerical Approximations.
- Exponential Family Dynamic Models.
- Simulation-Based Methods in Dynamic Models.
- Multivariate Modelling and Forecasting.
- Distribution Theory and Linear Algebra. Bibliography.

[此贴子已经被pine888于2008-5-26 23:29:10编辑过]

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关键词：Forecasting Forecast Bayesian forecas Casting models Bayesian Forecasting Dynamic

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