Applied Bayesian Forecasting and Time Series Analysis

ISBN-13: 9780412044014 / Angielski / Twarda / 1994 / 480 str.

Andy Pole; Mike West; Jeff Harrison

Opis

This book discusses the practical forecasting and analysis of time series. It addresses the question of how to analyze time series data: how to identify structure, how to explain observed behavior, how to model those structures and behaviours, and how to use the insights gained from the analysis to make informed forecasts.

Spis treści

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

O autorze

Pole, Andy; West, Mike; Harrison, Jeff