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Titlebook: Bayesian Forecasting and Dynamic Models; Mike West,Jeff Harrison Textbook 1997Latest edition Springer Science+Business Media New York 1997

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期刊全稱Bayesian Forecasting and Dynamic Models
影響因子2023Mike West,Jeff Harrison
視頻videohttp://file.papertrans.cn/182/181842/181842.mp4
學(xué)科分類Springer Series in Statistics
圖書封面Titlebook: Bayesian Forecasting and Dynamic Models;  Mike West,Jeff Harrison Textbook 1997Latest edition Springer Science+Business Media New York 1997
影響因子This text is concerned with Bayesian learning, inference and forecasting in dynamic environments. We describe the structure and theory of classes of dynamic models and their uses in forecasting and time series analysis. The principles, models and methods of Bayesian forecasting and time - ries analysis have been developed extensively during the last thirty years. Thisdevelopmenthasinvolvedthoroughinvestigationofmathematicaland statistical aspects of forecasting models and related techniques. With this has come experience with applications in a variety of areas in commercial, industrial, scienti?c, and socio-economic ?elds. Much of the technical - velopment has been driven by the needs of forecasting practitioners and applied researchers. As a result, there now exists a relatively complete statistical and mathematical framework, presented and illustrated here. In writing and revising this book, our primary goals have been to present a reasonably comprehensive view of Bayesian ideas and methods in m- elling and forecasting, particularly to provide a solid reference source for advanced university students and research workers.
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Textbook 1997Latest edition book, our primary goals have been to present a reasonably comprehensive view of Bayesian ideas and methods in m- elling and forecasting, particularly to provide a solid reference source for advanced university students and research workers.
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