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Applied Bayesian Forecasting and Time Series Analysis
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Applied Bayesian Forecasting and Time Series Analysis
$14600
Unit price
/
Unavailable
Book Hero Magic created this recommendation. While it's new and still learning, it may not be perfect - your feedback is welcome! IS THIS YOUR NEXT READ?
This volume is accessible to undergraduates and is especially valuable to researchers, practitioners, and advanced students in statistics, operations research, and engineering looking to apply Bayesian approaches to time series forecasting.
This book is about practical forecasting and analysis of time series. It describes how to analyse time series data, how to identify structure, how to explain observed behaviour, how to model structures and behaviours, and how to use insight gained from the analysis to make informed forecasts.
Book Hero Magic formatted this description to make it easier to read. While it's new and
still learning, it may not be perfect - your
feedback is welcome!
Description
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 modelling requirements within the framework of the dynamic linear model (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 behaviour, model structures and behaviours, and interpret analyses to make informed forecasts.
Illustrate concepts such as component decomposition, fundamental model forms including trends and cycles, and practical modelling 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.
Book Details
INFORMATION
ISBN: 9780367449384
Publisher: Taylor & Francis Ltd
Format: Paperback / softback
Date Published: 02 December 2019
Country: United Kingdom
Imprint: Chapman & Hall/CRC
Audience: Tertiary education, Professional and scholarly
DIMENSIONS
Width: 156.0mm
Height: 234.0mm
Weight: 453g
Pages: 432
About the Author
Pole, Andy; West, Mike; Harrison, Jeff
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