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  1. Bog
  2. Anvendt matematik
  3. Stokastik
Bayesian Analysis of Time Series
Af: Lyle D. Broemeling
Engelsk
Bogcover for Bayesian Analysis of Time Series af Lyle D. Broemeling, 9780367779993
Specifikationer
Sprog:
Engelsk
Sider:
280
ISBN-13:
9780367779993
Indbinding:
Paperback
ISBN-10:
0367779994
Kategori:
Udg. Dato:
31 mar 2021
Størrelse i cm:
23,2 x 15,5 x 2,0
Forlag:
Oplagsdato:
31 mar 2021
Forfatter(e):
Genre:

Bayesian Analysis of Time Series

Af: Lyle D. Broemeling
Engelsk
Paperback 2021
Format:
Paperback
Bog beskrivelse

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.

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    Specifikationer
    Sprog:
    Engelsk
    Sider:
    280
    ISBN-13:
    9780367779993
    Indbinding:
    Paperback
    ISBN-10:
    0367779994
    Kategori:
    Udg. Dato:
    31 mar 2021
    Størrelse i cm:
    23,2 x 15,5 x 2,0
    Forlag:
    Oplagsdato:
    31 mar 2021
    Forfatter(e):
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