Description: Bayesian Forecasting and Dynamic Models, Hardcover by West, Mike; Harrison, Jeff, ISBN 0387947256, ISBN-13 9780387947259, Like New Used, Free shipping in the US 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.
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Book Title: Bayesian Forecasting and Dynamic Models
Number of Pages: Xiv, 682 Pages
Language: English
Publication Name: Bayesian Forecasting and Dynamic Models
Publisher: Springer New York
Item Height: 0.6 in
Subject: Probability & Statistics / General, Econometrics, Probability & Statistics / Bayesian Analysis
Publication Year: 1997
Features: Revised
Type: Textbook
Item Weight: 89.6 Oz
Author: Jeff Harrison, Mike West
Subject Area: Mathematics, Business & Economics
Item Length: 9.2 in
Series: Springer Series in Statistics Ser.
Item Width: 6.1 in
Format: Hardcover
