Bayesian Forecasting and Dynamic Models

Mike West; Jeff Harrison

ISBN 10: 3540970258 / ISBN 13: 9783540970255

Edité par Springer Verlag, 1989

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Like New. N° de réf. du vendeur ERICA77335409702586

Détails bibliographiques

Titre : Bayesian Forecasting and Dynamic Models

Éditeur : Springer Verlag

Date d'édition : 1989

Reliure : Hardcover

Etat : Like New

Type de livre : book

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Synopsis :

The principles, models and methods of Bayesian forecasting have been developed extensively during the last twenty years. Much progress has been made with mathematical and statistical aspects of forecasting models and related techniques, and experience has been gained through application in a variety of areas in commercial and industrial, scientific and socio-economic fields. Indeed much of the technical development has been driven by the needs of forecasting practitioners. There now exists a relatively complete statistical and mathematical framework that is described and illustrated here for the first time in book form, presenting our view of this approach to modelling and forecasting. The book provides a self-contained text for advanced university students and research workers in business, economic and scientific disciplines, and forecasting practitioners. The material covers mathematical and statistical features of Bayesian analyses of dynamic models, with illustrations, examples and exercises in each chapter. In order that the ideas and techniques of Bayesian forecasting be accessible to students, research workers and practitioners alike, the book includes a number of examples and case studies involving real data, generously illustrated using computer generated graphs. These examples provide issues of modelling, data analysis and forecasting.