Time Series Analysis for the State Space Model with R Stan is popular PDF and ePub book, written by Junichiro Hagiwara in 2021-08-30, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Time Series Analysis for the State Space Model with R Stan can be Read Online from any device for your convenience.
Time Series Analysis for the State Space Model with R Stan Book PDF Summary
This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing attention in a broad range of fields. The major feature of the book lies in its consistent Bayesian treatment regarding whole combinations of batch and sequential solutions for linear Gaussian and general state-space models: MCMC and Kalman/particle filter. The reader is given insight on flexible modeling in modern time series analysis. The main topics of the book deal with the state-space model, covering extensively, from introductory and exploratory methods to the latest advanced topics such as real-time structural change detection. Additionally, a practical exercise using R/Stan based on real data promotes understanding and enhances the reader’s analytical capability.
Detail Book of Time Series Analysis for the State Space Model with R Stan PDF
- Author : Junichiro Hagiwara
- Release : 30 August 2021
- Publisher : Springer Nature
- ISBN : 9789811607110
- Genre : Mathematics
- Total Page : 350 pages
- Language : English
- PDF File Size : 20,5 Mb
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