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Applied Bayesian Forecasting and Time Series Analysis
A. Pole
Imprint: Chapman & Hall / CRC
Science - General

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 that program and the more than 50 data sets used in the text on an enclosed disketteThe 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.
Book Applied Bayesian Forecasting and Time Series Analysis

$150.00  
Format Hardcover
Medium Paper
ISBN 0412044013
Copyright Year 1994
Length 416 Pages
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