Bayesian Forecasting and Dynamic Models
Language: English
Published by Springer, US, 2014
- Softcover
- New
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- Title
- Bayesian Forecasting and Dynamic Models
- Author
- Isds Mike West (Duke University, Durham, North Carolina Duke University Duke University, USA Duke University, USA Duke University, USA Duke University, USA Duke University Duke University)
- Publisher
- Springer, US
- Publication year
- 2014
- Condition
- New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 1475770979
- ISBN 13
- 9781475770971
- Item weight
- 962 grams
to the DLM: The First-Order Polynomial Model.- to the DLM: The Dynamic Regression Model.- 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.
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