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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.,
出版者:	Boca Raton :CRC Press, : c2019.,
面頁冊數:	1 online resource.
標題:	Bayesian statistical decision theory - Congresses. -
電子資源:	https://www.taylorfrancis.com/books/9780429488443
ISBN:	9780429488443

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

Bayesian analysis of time series[electronic resource] /Lyle D. Broemeling. - 1st ed. - Boca Raton :CRC Press,c2019. - 1 online resource.

Includes bibliographical references.

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. Features Presents a comprehensive introduction to the Bayesian analysis of time series. Gives many examples over a wide variety of fields including biology, agriculture, business, economics, sociology, and astronomy. Contains numerous exercises at the end of each chapter many of which use R and WinBUGS. Can be used in graduate courses in statistics and biostatistics, but is also appropriate for researchers, practitioners and consulting statisticians. About the author Lyle D. Broemeling, Ph.D., is Director of Broemeling and Associates Inc., and is a consulting biostatistician. He has been involved with academic health science centers for about 20 years and has taught and been a consultant at the University of Texas Medical Branch in Galveston, The University of Texas MD Anderson Cancer Center and the University of Texas School of Public Health. His main interest is in developing Bayesian methods for use in medical and biological problems and in authoring textbooks in statistics. His previous books for Chapman & Hall/CRC include Bayesian Biostatistics and Diagnostic Medicine, and Bayesian Methods for Agreement.

ISBN: 9780429488443Subjects--Topical Terms:

870052
Bayesian statistical decision theory
--Congresses.

LC Class. No.: QA280 / .B765 2019eb

Dewey Class. No.: 519.5/5

Bayesian analysis of time series
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