Applied Bayesian Forecasting and Time Series Analysis

by Andy Pole, Mike West, Jeff Harrison, et al.

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0367449382
• ISBN13: 9780367449384
• Release Date: December 2019
• Publisher: CRC Press
• Length: 432 Pages
• Weight: 1.32 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"