Bayesian Forecasting and Dynamic Models:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
1989
|
| Series: | Springer Series in Statistics
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (XXI, 704 p) |
| ISBN: | 9781475793659 9781475793673 |
| ISSN: | 0172-7397 |
| DOI: | 10.1007/978-1-4757-9365-9 |
Staff View
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:09Z |
| institution | BVB |
| isbn | 9781475793659 9781475793673 |
| issn | 0172-7397 |
| language | English |
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| spelling | West, Mike Verfasser aut Bayesian Forecasting and Dynamic Models by Mike West, Jeff Harrison New York, NY Springer New York 1989 1 Online-Ressource (XXI, 704 p) txt rdacontent c rdamedia cr rdacarrier Springer Series in Statistics 0172-7397 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 Statistics Economics Statistics, general Economic Theory Statistik Wirtschaft Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd rswk-swf Bayes-Verfahren (DE-588)4204326-8 gnd rswk-swf Prognose (DE-588)4047390-9 gnd rswk-swf Prognoseverfahren (DE-588)4358095-6 gnd rswk-swf Dynamisches Modell (DE-588)4150932-8 gnd rswk-swf Entscheidungstheorie (DE-588)4138606-1 gnd rswk-swf Prognose (DE-588)4047390-9 s Bayes-Verfahren (DE-588)4204326-8 s Dynamisches Modell (DE-588)4150932-8 s 1\p DE-604 Bayes-Entscheidungstheorie (DE-588)4144220-9 s 2\p DE-604 Entscheidungstheorie (DE-588)4138606-1 s 3\p DE-604 Prognoseverfahren (DE-588)4358095-6 s 4\p DE-604 Harrison, Jeff Sonstige oth https://doi.org/10.1007/978-1-4757-9365-9 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | West, Mike Bayesian Forecasting and Dynamic Models Statistics Economics Statistics, general Economic Theory Statistik Wirtschaft Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd Bayes-Verfahren (DE-588)4204326-8 gnd Prognose (DE-588)4047390-9 gnd Prognoseverfahren (DE-588)4358095-6 gnd Dynamisches Modell (DE-588)4150932-8 gnd Entscheidungstheorie (DE-588)4138606-1 gnd |
| subject_GND | (DE-588)4144220-9 (DE-588)4204326-8 (DE-588)4047390-9 (DE-588)4358095-6 (DE-588)4150932-8 (DE-588)4138606-1 |
| title | Bayesian Forecasting and Dynamic Models |
| title_auth | Bayesian Forecasting and Dynamic Models |
| title_exact_search | Bayesian Forecasting and Dynamic Models |
| title_full | Bayesian Forecasting and Dynamic Models by Mike West, Jeff Harrison |
| title_fullStr | Bayesian Forecasting and Dynamic Models by Mike West, Jeff Harrison |
| title_full_unstemmed | Bayesian Forecasting and Dynamic Models by Mike West, Jeff Harrison |
| title_short | Bayesian Forecasting and Dynamic Models |
| title_sort | bayesian forecasting and dynamic models |
| topic | Statistics Economics Statistics, general Economic Theory Statistik Wirtschaft Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd Bayes-Verfahren (DE-588)4204326-8 gnd Prognose (DE-588)4047390-9 gnd Prognoseverfahren (DE-588)4358095-6 gnd Dynamisches Modell (DE-588)4150932-8 gnd Entscheidungstheorie (DE-588)4138606-1 gnd |
| topic_facet | Statistics Economics Statistics, general Economic Theory Statistik Wirtschaft Bayes-Entscheidungstheorie Bayes-Verfahren Prognose Prognoseverfahren Dynamisches Modell Entscheidungstheorie |
| url | https://doi.org/10.1007/978-1-4757-9365-9 |
| work_keys_str_mv | AT westmike bayesianforecastinganddynamicmodels AT harrisonjeff bayesianforecastinganddynamicmodels |