Description: Bayesian Forecasting and Dynamic Models Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Author(s): Mike West, Jeff Harrison Format: Paperback Publisher: Springer-Verlag New York Inc., United States Imprint: Springer-Verlag New York Inc. ISBN-13: 9781475770988, 978-1475770988 Synopsis 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.
Price: 70.97 GBP
Location: Aldershot
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Book Title: Bayesian Forecasting and Dynamic Models
Number of Pages: 682 Pages
Language: English
Publication Name: Bayesian Forecasting and Dynamic Models
Publisher: Springer-Verlag New York Inc.
Publication Year: 2013
Subject: Economics, Mathematics
Item Height: 235 mm
Item Weight: 1056 g
Type: Textbook
Author: Mike West, Jeff Harrison
Series: Springer Series in Statistics
Item Width: 155 mm
Format: Paperback
