Bayesian Forecasting and Dynamic Models is popular PDF and ePub book, written by Mike West in 2013-06-29, 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, Bayesian Forecasting and Dynamic Models can be Read Online from any device for your convenience.
Bayesian Forecasting and Dynamic Models 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.
Detail Book of Bayesian Forecasting and Dynamic Models PDF
- Author : Mike West
- Release : 29 June 2013
- Publisher : Springer Science & Business Media
- ISBN : 9781475793659
- Genre : Mathematics
- Total Page : 720 pages
- Language : English
- PDF File Size : 9,9 Mb
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