This Book is the outcome of a joint effort to systematically describe the use of R-INLA for analysing time series and showcasing the code and description by several examples. This book introduces the underpinnings of R-INLA and the tools needed for modelling different types of time series using an approximate Bayesian framework.
This Book is the outcome of a joint effort to systematically describe the use of R-INLA for analysing time series and showcasing the code and description by several examples. This book introduces the underpinnings of R-INLA and the tools needed for modelling different types of time series using an approximate Bayesian framework.
Nalini Ravishanker is a professor in the Department of Statistics at the University of Connecticut, Storrs, USA. Balaji Raman is a statistician at Cogitaas AVA, Mumbai, India. Refik Soyer is a professor in the Department of Decision Sciences at The George Washington University, Washington D.C., USA.
Inhaltsangabe
Preface. 1. Bayesian Analysis. 2. A Review of INLA. 3. Modeling Univariate Time Series. 4. More Topics on DLMs with R-INLA. 5. Modeling Time Series with Exogenous Predictors. 6. Structural Time Series Decomposition using R-INLA. 7. Hierarchical DLM. 8. INLA for Multivariate Dynamic Models. 9. Modeling Binary Time Series. 10. Modeling Count Time Series. 11. Modeling Stochastic Volatility. 12. Comparison of R-INLA to Other Bayesian Alternatives. 13. Resources for the User.
Preface. 1. Bayesian Analysis. 2. A Review of INLA. 3. Modeling Univariate Time Series. 4. More Topics on DLMs with R-INLA. 5. Modeling Time Series with Exogenous Predictors. 6. Structural Time Series Decomposition using R-INLA. 7. Hierarchical DLM. 8. INLA for Multivariate Dynamic Models. 9. Modeling Binary Time Series. 10. Modeling Count Time Series. 11. Modeling Stochastic Volatility. 12. Comparison of R-INLA to Other Bayesian Alternatives. 13. Resources for the User.
Es gelten unsere Allgemeinen Geschäftsbedingungen: www.buecher.de/agb
Impressum
www.buecher.de ist ein Internetauftritt der buecher.de internetstores GmbH
Geschäftsführung: Monica Sawhney | Roland Kölbl | Günter Hilger
Sitz der Gesellschaft: Batheyer Straße 115 - 117, 58099 Hagen
Postanschrift: Bürgermeister-Wegele-Str. 12, 86167 Augsburg
Amtsgericht Hagen HRB 13257
Steuernummer: 321/5800/1497
USt-IdNr: DE450055826