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Bayesian Forecasting and Dynamic Models

£50.00

Product description

680pp. 1999. Hardback. Very good condition. A few marks to cover and light bumping to edges. Some dust marks to outer page edges. Otherwise as new.


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.

Item details

Author(s):
Mike West, Jeff Harrison
Condition:
Used: very good
Format:
Hardback
ISBN-10:
0387947256
ISBN-13:
9780387947259
Publisher:
Springer

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About this item

680pp. 1999. Hardback. Very good condition. A few marks to cover and light bumping to edges. Some dust marks to outer page edges. Otherwise as new.


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.

Author(s):
Mike West, Jeff Harrison
Condition:
Used: very good
Format:
Hardback
ISBN-10:
0387947256
ISBN-13:
9780387947259
Publisher:
Springer

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