1st Edition
Applied Bayesian Forecasting and Time Series Analysis
432 Pages
by
Chapman & Hall
430 Pages
by
Chapman & Hall
432 Pages
by
Chapman & Hall
Also available as eBook on:
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... Read more
Part A: Dynamic Bayesian Modelling Theory and Applications 1. Practical Modelling and Forecasting 2. Methodological Framework 3. Analysis of the DLM 4. Application: Turkey Chick Sales 5. Application: Market Share 6. Application: Marriages in Greece 7. Further Examples and Exercises Part B: Interactive Time Series Analysis and Forecasting 8. Installing BATS 9. Tutorials Introduction to BATS 10. Tutorial: Introduction to Modelling 11. Tutorial: Advanced Modelling 12. Tutorial: Modelling with Incomplete Data 13. Tutorial: Data Management Part C: Bats Reference 14. Communications 15. Menu Descriptions
Biography
Pole, Andy; West, Mike; Harrison, Jeff
