Bayesian Forecasting and Dynamic Models

Name: Bayesian Forecasting and Dynamic Models
Price: 112.31 USD
Availability: InStock
ISBN: 9780387947259

ISBN-10: 0387947256

ISBN-13: 9780387947259

Edition: 2nd 1997 (Revised)

Authors: Mike West, Jeff Harrison

List price: $159.99

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Description:

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.

Book details

List price: $159.99
Edition: 2nd
Copyright year: 1997
Publisher: Springer New York
Publication date: 1/24/1997
Binding: Hardcover
Pages: 682
Size: 6.14" wide x 9.21" long x 0.56" tall
Weight: 2.706
Language: English



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