Bayesian Forecasting and Dynamic Models

This book PDF is perfect for those who love Mathematics genre, written by Mike West and published by Springer Science & Business Media which was released on 29 June 2013 with total hardcover pages 720. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Bayesian Forecasting and Dynamic Models books below.

Bayesian Forecasting and Dynamic Models
Bayesian Forecasting and Dynamic Models
Author : Mike West
File Size : 49,5 Mb
Publisher : Springer Science & Business Media
Language : English
Release Date : 29 June 2013
ISBN : 9781475793659
Pages : 720 pages
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Bayesian Forecasting and Dynamic Models by Mike West Book PDF Summary

In this book we are concerned with Bayesian learning and forecast ing in dynamic environments. We describe the structure and theory of classes of dynamic models, and their uses in Bayesian forecasting. The principles, models and methods of Bayesian forecasting have been developed extensively during the last twenty years. This devel opment has involved thorough investigation of mathematical and sta tistical aspects of forecasting models and related techniques. With this has come experience with application in a variety of areas in commercial and industrial, scientific and socio-economic fields. In deed much of the technical development has been driven by the needs of forecasting practitioners. As a result, there now exists a relatively complete statistical and mathematical framework, although much of this is either not properly documented or not easily accessible. Our primary goals in writing this book have been to present our view of this approach to modelling and forecasting, and to provide a rea sonably complete text for advanced university students and research workers. The text is primarily intended for advanced undergraduate and postgraduate students in statistics and mathematics. In line with this objective we present thorough discussion of mathematical and statistical features of Bayesian analyses of dynamic models, with illustrations, examples and exercises in each Chapter.

Bayesian Forecasting and Dynamic Models

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