Screen LibraryTime series : modeling, computation, and inference.
Focusing on Bayesian approaches and computations using analytic and simulation-based methods for inference, Time Series: Modeling, Computation, and Inference, Second Edition integrates mainstream approaches for time series modeling with significant recent developments in methodology and applications...
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| Main Authors: | |
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| Group Author: | ; |
| Published: |
Chapman & Hall/CRC,
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| Publisher Address: | Boca Raton, FL : |
| Publication Dates: | 2021. |
| Literature type: | Book |
| Language: | English |
| Edition: | Second edition / |
| Series: |
Chapman & Hall/CRC texts in statistical science series
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| Subjects: | |
| Summary: |
Focusing on Bayesian approaches and computations using analytic and simulation-based methods for inference, Time Series: Modeling, Computation, and Inference, Second Edition integrates mainstream approaches for time series modeling with significant recent developments in methodology and applications of time series analysis. It encompasses a graduate-level account of Bayesian time series modeling, analysis and forecasting, a broad range of references to state-of-the-art approaches to univariate and multivariate time series analysis, and contacts research frontiers in multivariate time series modeling and forecasting. It presents overviews of several classes of models and related methodology for inference, statistical computation for model fitting and assessment, and forecasting. It explores the connections between time- and frequency-domain approaches and develop various models and analyses using Bayesian formulations and computation, including use of computations based on Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. It illustrates the models and methods with examples and case studies from a variety of fields, including signal processing, biomedicine, environmental science, and finance. Along with core models and methods, the book represents state-of-the art approaches to analysis and forecasting in challenging time series problems. It also demonstrates the growth of time series analysis into new application areas in recent years, and contacts recent and relevant modeling developments and research challenges. -- |
| Item Description: |
"This 2021 second edition expands on aspects of core model theory and methodology of the 2010 first edition..."--Back cover. Previous edition: Boca Raton: CRC Press, ?2010. |
| Carrier Form: | xx, 452 pages : illustrations ; 24 cm. |
| Bibliography: | Includes bibliographical references (pages 409-433) and index. |
| ISBN: |
9781498747028 1498747027 |
| Index Number: | QA280 |
| CLC: | O211.61 |
| Call Number: | O211.61/P896/2nd ed. |