Bayesian Forecasting and Dynamic Models
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BayesianForecastingandDynamicModels(SpringerSeriesinStatistics)ハードカバー
ThistextisconcernedwithBayesianlearning,inferenceandforecastingindynamicenvironments.Wedescribethestructureandtheoryofclassesofdynamicmodelsandtheirusesinforecastingandtimeseriesanalysis.Theprinciples,modelsandmethodsofBayesianforecastingandtime-riesanalysishavebeendevelopedextensivelyduringthelastthirtyyears.Thisdevelopmenthasinvolvedthoroughinvestigationofmathematicalandstatisticalaspectsofforecastingmodelsandrelatedtechniques.Withthishascomeexperiencewithapplicationsinavarietyofareasincommercial,industrial,scienti?c,andsocio-economic?elds.Muchofthetechnical-velopmenthasbeendrivenbytheneedsofforecastingpractitionersandappliedresearchers.Asaresult,therenowexistsarelativelycompletestatisticalandmathematicalframework,presentedandillustratedhere.
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