1# Library to Find Best eBook for Read
Author : David Barber
Release : 2011-08-11
Genre : Computers
Kind : eBook
Book Rating : 760/5 ( reviews)
Book Synopsis Bayesian Time Series Models by : David Barber
Download or read book Bayesian Time Series Models written by David Barber. This book was released on 2011-08-11. Available in PDF, EPUB and Kindle. Book excerpt: The first unified treatment of time series modelling techniques spanning machine learning, statistics, engineering and computer science.
Author : Mike West
Release : 2013-06-29
Genre : Mathematics
Kind : eBook
Book Rating : 650/5 ( reviews)
Book Synopsis Bayesian Forecasting and Dynamic Models by : Mike West
Download or read book Bayesian Forecasting and Dynamic Models written by Mike West. This book was released on 2013-06-29. Available in PDF, EPUB and Kindle. Book excerpt: In this book we are concerned with Bayesian learning and forecast ing in dynamic environments. We describe the structure and theory of classes of dynamic models, and their uses in Bayesian forecasting. The principles, models and methods of Bayesian forecasting have been developed extensively during the last twenty years. This devel opment has involved thorough investigation of mathematical and sta tistical aspects of forecasting models and related techniques. With this has come experience with application in a variety of areas in commercial and industrial, scientific and socio-economic fields. In deed much of the technical development has been driven by the needs of forecasting practitioners. As a result, there now exists a relatively complete statistical and mathematical framework, although much of this is either not properly documented or not easily accessible. Our primary goals in writing this book have been to present our view of this approach to modelling and forecasting, and to provide a rea sonably complete text for advanced university students and research workers. The text is primarily intended for advanced undergraduate and postgraduate students in statistics and mathematics. In line with this objective we present thorough discussion of mathematical and statistical features of Bayesian analyses of dynamic models, with illustrations, examples and exercises in each Chapter.
Author : Andy Pole
Release : 1994-09-01
Genre : Mathematics
Kind : eBook
Book Rating : 014/5 ( reviews)
Book Synopsis Applied Bayesian Forecasting and Time Series Analysis by : Andy Pole
Download or read book Applied Bayesian Forecasting and Time Series Analysis written by Andy Pole. This book was released on 1994-09-01. Available in PDF, EPUB and Kindle. Book excerpt: 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 modeling requirements within the framework of the dynamic linear mode (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 behavior, model structures and behaviors, and interpret analyses to make informed forecasts Illustrate concepts such as component decomposition, fundamental model forms including trends and cycles, and practical modeling 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.
Author : Raquel Prado
Release : 2010-05-21
Genre : Mathematics
Kind : eBook
Book Rating : 363/5 ( reviews)
Book Synopsis Time Series by : Raquel Prado
Download or read book Time Series written by Raquel Prado. This book was released on 2010-05-21. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on Bayesian approaches and computations using simulation-based methods for inference, Time Series: Modeling, Computation, and Inference integrates mainstream approaches for time series modeling with significant recent developments in methodology and applications of time series analysis. It encompasses a graduate-level account of Bayesian time series modeling and analysis, a broad range of references to state-of-the-art approaches to univariate and multivariate time series analysis, and emerging topics at research frontiers. The book presents overviews of several classes of models and related methodology for inference, statistical computation for model fitting and assessment, and forecasting. The authors also explore the connections between time- and frequency-domain approaches and develop various models and analyses using Bayesian tools, such as Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. They illustrate the models and methods with examples and case studies from a variety of fields, including signal processing, biomedicine, and finance. Data sets, R and MATLAB® code, and other material are available on the authors’ websites. Along with core models and methods, this text offers sophisticated tools for analyzing challenging time series problems. It also demonstrates the growth of time series analysis into new application areas.
Author : Raquel Prado
Release : 2021-07-27
Genre : Mathematics
Kind : eBook
Book Rating : 043/5 ( reviews)
Book Synopsis Time Series by : Raquel Prado
Download or read book Time Series written by Raquel Prado. This book was released on 2021-07-27. Available in PDF, EPUB and Kindle. Book excerpt: • Expanded on aspects of core model theory and methodology. • Multiple new examples and exercises. • Detailed development of dynamic factor models. • Updated discussion and connections with recent and current research frontiers.
