國立高雄大學圖資館 |

Language: English

Back

Bayesian analysis of time series /

Broemeling, Lyle D., (1939-)

Bayesian analysis of time series /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Bayesian analysis of time series /Lyle D. Broemeling.
Author:	Broemeling, Lyle D.,
Description:	xi, 280 pages ;24 cm
Subject:	Time-series analysis
ISBN:	9781138591523

Bayesian analysis of time series /
Broemeling, Lyle D.,1939-

Bayesian analysis of time series /Lyle D. Broemeling. - xi, 280 pages ;24 cm

Includes bibliographical references and index.

"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."

ISBN: 9781138591523GBP$130.00

LCCN: 2018061555Subjects--Topical Terms:

268952
Time-series analysis
Index Terms--Genre/Form:

708244
Textbooks.

LC Class. No.: QA280 / .B765 2019

Dewey Class. No.: 519.5/5

Bayesian analysis of time series /
LDR:01995nam a2200385 a 4500 001 570478
003 OCoLC
005 20200823223107.0
008 200824s2019 flua b 001 0 eng
010 $a 2018061555
019 4 6 $a cam 2200373 i 4500
020 $a 9781138591523 $q hardcover $c GBP$130.00
020 $a 1138591521 $q hardcover
020 $z 9780429948916 $q ebook
029 1 $a CHVBK $b 566827212
029 1 $a CHBIS $b 011362323
029 1 $a ZWZ $b 237160544
029 1 $a CHVBK $b 575593288
029 1 $a CHSLU $b 001374427
035 $a (OCoLC)1081244381
035 $a on1081244381
040 $a DLC $b eng $e rda $c DLC $d OCLCO $d OCLCF $d YDX $d CHVBK $d OCLCO $d DLC $d ICW
042 $a pcc
049 $a NUKM
050 0 0 $a QA280 $b .B765 2019
082 0 0 $a 519.5/5 $2 23
100 1 $a Broemeling, Lyle D., $d 1939- $3 183695
245 1 0 $a Bayesian analysis of time series / $c Lyle D. Broemeling.
264 1 $a Boca Raton, FL : $b CRC Press, Taylor & Francis Group, $c [2019]
300 $a xi, 280 pages ; $c 24 cm
336 $a text $b txt $2 rdacontent
337 $a unmediated $b n $2 rdamedia
338 $a volume $b nc $2 rdacarrier
504 $a Includes bibliographical references and index.
520 $a "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." $c --From publisher's description.
650 0 $a Time-series analysis $3 268952
650 0 $a Bayesian statistical decision theory $v Textbooks. $3 443102
650 7 $a Bayesian statistical decision theory. $3 182005
650 7 $a Time-series analysis. $3 181890
650 7 $a Bayes-Entscheidungstheorie $2 gnd $3 857115
650 7 $a Zeitreihenanalyse $2 gnd $3 857116
655 7 $a Textbooks. $2 fast $3 708244
938 $a YBP Library Services $b YANK $n 15937280
994 $a C0 $b TWNUK