Junichiro Hagiwara

eBook, PDF

Time Series Analysis for the State-Space Model with R/Stan (eBook, PDF)

Beschreibung

Provides a comprehensive and concrete illustration for the state-space model

Covers whole solutions through a consistent Bayesian approach: the batch method by MCMC using Stan and sequential ones by Kalman/particle filter using R

Presents advanced topics such as real-time structural change detection with the horseshoe prior

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 11.57MB

Barrierefreiheit

• Text-to-Speech

Autor

Junichiro Hagiwara received the B.E., M.E., and Ph.D. degrees from Hokkaido University, Sapporo, Japan, in 1990, 1992, and 2016, respectively. He joined the Nippon Telegraph and Telephone Corporation in April 1992 and transferred to NTT Mobile Communications Network, Inc. (currently NTT DOCOMO, INC.) in July 1992. Later, he became involved in the research and development of mobile communication systems. His current research interests are in the application of stochastic theory to the communication domain. He is currently a visiting professor at Hokkaido University.

Produktdetails

• Verlag: Springer Nature Singapore
• Seitenzahl: 347
• Erscheinungstermin: 30. August 2021
• Englisch
• ISBN-13: 9789811607110
• Artikelnr.: 62515971