عنوان

Time series :

شرايط تهيه و بها

(hardback : acid-free paper)

شرايط تهيه و بها

(hardback : acid-free paper)

شابک

1420093363

شابک

9781420093360

شماره

dltt

عنوان اصلي

Time series :

نام عام مواد

[Book]

ساير اطلاعات عنواني

modeling, computation, and inference /

نام نخستين پديدآور

Raquel Prado, Mike West

محل نشرو پخش و غیره

Boca Raton :

نام ناشر، پخش کننده و غيره

CRC Press,

تاریخ نشرو بخش و غیره

c2010

نام خاص و کميت اثر

xx, 353 p. :

ساير جزييات

ill. ;

ابعاد

25 cm

عنوان فروست

Chapman & Hall/CRC texts in statistical science series

متن يادداشت

"A Chapman & Hall Book"

متن يادداشت

Includes bibliographical references (p. 321-337) and indexes

متن يادداشت

Notation, definitions, and basic inference -- Traditional time domain models -- The frequency domain -- Dynamic linear models -- State-space TVAR models -- SMC methods for state-space models -- Mixture models in time series -- Topics and examples in multiple time series -- Vector AR and ARMA models -- Multivariate DLMs and covariance models

بدون عنوان

0

متن يادداشت

"Focusing on Bayesian approaches and computations using up-to-date simulation-based methods for inference, Time Series: Modeling, Computation, and Inference integrates mainstream approaches for time series modeling with significant recent developments in methodology and applications of time series analysis. It encompasses a graduate-level account of Bayesian time series modeling and analysis, a broad range of references to state-of-the-art approaches to univariate and multivariate time series analysis, and emerging topics at research frontiers. The book presents overviews of several classes of models and related methodology for inference, statistical computation for model fitting and assessment, and forecasting. The authors also explore the connections between time- and frequency-domain approaches and develop various models and analyses using Bayesian tools, such as Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. They illustrate the models and methods with examples and case studies from a variety of fields, including signal processing, biomedicine, and finance. Data sets, R and MATLAB® code, and other material are available on the authors' websites. Along with core models and methods, this text offers sophisticated tools for analyzing challenging time series problems. It also demonstrates the growth of time series analysis into new application areas."--Publisher's description

متن يادداشت

"Focusing on Bayesian approaches and computations using up-to-date simulation-based methods for inference, Time Series: Modeling, Computation, and Inference integrates mainstream approaches for time series modeling with significant recent developments in methodology and applications of time series analysis. It encompasses a graduate-level account of Bayesian time series modeling and analysis, a broad range of references to state-of-the-art approaches to univariate and multivariate time series analysis, and emerging topics at research frontiers. The book presents overviews of several classes of models and related methodology for inference, statistical computation for model fitting and assessment, and forecasting. The authors also explore the connections between time- and frequency-domain approaches and develop various models and analyses using Bayesian tools, such as Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. They illustrate the models and methods with examples and case studies from a variety of fields, including signal processing, biomedicine, and finance. Data sets, R and MATLAB® code, and other material are available on the authors' websites. Along with core models and methods, this text offers sophisticated tools for analyzing challenging time series problems. It also demonstrates the growth of time series analysis into new application areas."--Publisher's description

موضوع مستند نشده

Time-series analysis, Textbooks

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Prado, Raquel

مستند نام اشخاص تاييد نشده

West, Mike,1959-

تاريخ عمليات

20120802231825.0

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y