Bayesian Forecasting and Dynamic Models (Springer Series in Statistics) - Softcover

West, Mike; Harrison, Jeff

  • 4.22 out of 5 stars
    9 ratings by Goodreads
 
9781475770988: Bayesian Forecasting and Dynamic Models (Springer Series in Statistics)

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.

"synopsis" may belong to another edition of this title.

Other Popular Editions of the Same Title

9780387947259: Bayesian Forecasting and Dynamic Models (Springer Series in Statistics)

Featured Edition

ISBN 10:  0387947256 ISBN 13:  9780387947259
Publisher: Springer, 1997
Hardcover