Bayesian Forecasting and Dynamic Models (Springer Series in Statistics)

Bayesian Forecasting and Dynamic Models (Springer Series in Statistics)

Mike West


this article is worried with Bayesian studying, inference and forecasting in dynamic environments. We describe the constitution and conception of sessions of dynamic versions and their makes use of in forecasting and time sequence research. the foundations, versions and strategies of Bayesian forecasting and time - ries research were constructed greatly over the past thirty years. Thisdevelopmenthasinvolvedthoroughinvestigationofmathematicaland statistical features of forecasting types and comparable thoughts. With this has come event with functions in numerous components in advertisement, business, scienti?c, and socio-economic ?elds. a lot of the technical - velopment has been pushed by way of the desires of forecasting practitioners and utilized researchers. accordingly, there now exists a comparatively whole statistical and mathematical framework, offered and illustrated right here. In writing and revising this ebook, our fundamental ambitions were to provide a pretty complete view of Bayesian rules and strategies in m- elling and forecasting, rather to supply an effective reference resource for complicated college scholars and examine employees.

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