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Bayesian analysis of time series /
~
Broemeling, Lyle D., (1939-)
Bayesian analysis of time series /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Bayesian analysis of time series /Lyle D. Broemeling.
作者:
Broemeling, Lyle D.,
面頁冊數:
xi, 280 pages ;24 cm
標題:
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 /
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"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."
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