In many branches of science relevant observations are taken sequentially over time. Bayesian Analysis of Time Series discusses how to use models that explain the probabilistic characteristics of these time series and then utilizes the Bayesian approach to make inferences about their parameters. This is done by taking the prior information and via Bayes theorem implementing Bayesian inferences of estimation, testing hypotheses, and prediction. The methods are demonstrated using both R and WinBUGS. The R package is primarily used to generate observations from a given time series model, while the WinBUGS packages allows one to perform a posterior analysis that provides a way to determine the characteristic of the posterior distribution of the unknown parameters. Features Presents a comprehensive introduction to the Bayesian analysis of time series. Gives many examples over a wide variety of fields including biology, agriculture, business, economics, sociology, and astronomy. Contains numerous exercises at the end of each chapter many of which use R and WinBUGS. Can be used in graduate courses in statistics and biostatistics, but is also appropriate for researchers, practitioners and consulting statisticians. About the author Lyle D. Broemeling, Ph. D., is Director of Broemeling and Associates Inc., and is a consulting biostatistician. He has been involved with academic health science centers for about 20 years and has taught and been a consultant at the University of Texas Medical Branch in Galveston, The University of Texas MD Anderson Cancer Center and the University of Texas School of Public Health. His main interest is in developing Bayesian methods for use in medical and biological problems and in authoring textbooks in statistics. His previous books for Chapman & Hall/CRC include Bayesian Biostatistics and Diagnostic Medicine, and Bayesian Methods for Agreement.
یادداشتهای مربوط به سفارشات
منبع سفارش / آدرس اشتراک
Taylor & Francis
شماره انبار
9780429488443
ویراست دیگر از اثر در قالب دیگر رسانه
شماره استاندارد بين المللي کتاب و موسيقي
1138591521
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Bayesian statistical decision theory, Textbooks.
موضوع مستند نشده
Time-series analysis, Textbooks.
موضوع مستند نشده
Bayesian statistical decision theory.
موضوع مستند نشده
MATHEMATICS-- Applied.
موضوع مستند نشده
MATHEMATICS-- Probability & Statistics-- General.
موضوع مستند نشده
REFERENCE-- General.
موضوع مستند نشده
Time-series analysis.
مقوله موضوعی
موضوع مستند نشده
MAT-- 003000
موضوع مستند نشده
MAT-- 029000
موضوع مستند نشده
PBT
موضوع مستند نشده
REF-- 000000
رده بندی ديویی
شماره
519
.
5/5
ويراست
23
رده بندی کنگره
شماره رده
QA280
نشانه اثر
.
B765
2019eb
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )