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portada Bayesian Forecasting and Dynamic Models
Type
Physical Book
Author
Publisher
Language
English
Pages
682
Format
Paperback
Dimensions
23.4 x 15.6 x 3.6 cm
Weight
0.96 kg.
ISBN13
9781475770988
Edition No.
0002
Categories

Bayesian Forecasting and Dynamic Models

Mike West (Author) · Jeff Harrison (Author) · Springer · Paperback

Bayesian Forecasting and Dynamic Models - West, Mike ; Harrison, Jeff

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Synopsis "Bayesian Forecasting and Dynamic Models"

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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