Applied Bayesian Forecasting and Time Series Analysis

This book is about practical forecasting and analysis of time series. It describes how to analyse time series data, how to identify structure, how to explain observed behaviour, how to model structures and behaviours, and how to use insight gained from the analysis to make informed forecasts.

List of contents

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

About the author

Pole, Andy; West, Mike; Harrison, Jeff

Summary

This book is about practical forecasting and analysis of time series. It describes how to analyse time series data, how to identify structure, how to explain observed behaviour, how to model structures and behaviours, and how to use insight gained from the analysis to make informed forecasts.

Product details

• Authors: Jeff Harrison, Harrison Jeff, Andy Pole, Andy West Pole, Pole Andy, Mike West, Mike (Duke University West, West Mike
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Paperback / Softback
• Released: 02.12.2019
• EAN: 9780367449384
• ISBN: 978-0-367-44938-4
• No. of pages: 432
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Social sciences, law, business > Business > Miscellaneous; MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Applied, Probability & statistics, Maths for scientists, Maths for engineers, Probability and statistics