Applied Bayesian Forecasting and Time Series Analysis includes a complete theoretical development of the dynamic linear model, with each step demonstrated with analysis of real time series data. The result is a clear presentation of the Bayesian paradigm: quantified subjective judgments derived from selected models applied to time series observations.
Applied Bayesian Forecasting and Time Series Analysis includes a complete theoretical development of the dynamic linear model, with each step demonstrated with analysis of real time series data. The result is a clear presentation of the Bayesian paradigm: quantified subjective judgments derived from selected models applied to time series observations.
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
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
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