Autor: Jeff Harrison

This text is concerned with Bayesian learning, inference and forecasting in dynamic environments. We describe the structure and theory of classes of dynamic models and their uses in forecasting and t …

In this book we are concerned with Bayesian learning and forecast- ing in dynamic environments. We describe the structure and theory of classes of dynamic models, and their uses in Bayesian forecasti …

Practical in its approach, Applied Bayesian Forecasting and Time Series Analysis provides the theories, methods, and tools necessary for forecasting and the analysis of time series. The authors unify …