rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Applied Bayesian forecasting and time series analysis
  name:
    name part: Pole, Andy.
    role:
      role term: creator
  name:
    name part: West, Mike
    name part: 1959-
  name:
    name part: Harrison, Jeff.
  name:
    name part: Taylor & Francis
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: nyu
    date issued: 1994
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xviii, 409 pages) : illustrations
    extent: 1 online resource (1 computer disc (3 1/2 in.)
  abstract: This book discusses the practical forecasting and analysis of time series. It addresses the question of how to analyze time series data: how to identify structure, how to explain observed behavior, how to model those structures and behaviours, and how to use the insights gained from the analysis to make informed forecasts. This book discusses the practical forecasting and analysis of time series. It addresses the question of how to analyze time series data: how to identify structure, how to explain observed behavior, how to model those structures and behaviours, and how to use the insights gained from the analysis to make informed forecasts.;Examination of real time series motivates concepts such as component decomposition, fundamental model forms such as trends and cycles, and practical modelling requirements such as dealing coherently with routine change and unusual events. The concepts, model forms, and modelling requirements are unified in the framework of the dynamic linear mode.;A complete theoretical development of the DLM is presented, with each step along the way demonstrated with analysis of real time series. Inference is made within the Bayesian paradigm: quantified subjective judgements derived from selected models applied to time series observations.;An integral part of the book is the BATS software program. BATS is supplied in both DOS and Windows versions. Completely menu driven, BATS provides all of the modelling facilities discussed and exemplified in the book. Indeed, all the analyses in the book are performed with the program.;There are also over 50 data sets in the book. Several are studied as detailed applications; several more are presented with preliminary analyses as starting points for detailed exercises. These data sets are included on the BATS diskette in the ASCII format.;This book should be of interest to researchers, practitioners, and advanced students in statistic operations research and engineering.
  table of contents: Dynamic Bayesian modelling : theory and applications -- Practical modeling and forecasting -- Methodological framework -- Analysis of the DLM -- Application : turkey chick sales -- Application: market share -- Application : marriages in Greece -- Further examples and exercises -- Interactive time series analysis and forecasting -- Installing BATS -- Tutorial : introduction to BATS -- Tutorial : introduction to modelling -- Tutorial : advanced modelling -- Tutorial : modelling with incomplete data -- Tutorial : data management -- BATS reference -- Communications -- Menu descriptions.
  note: Andy Pole, Mike West, Jeff Harrison.
  note: Computer disk contains BATS : Bayesian analysis of time series. DOS and Windows versions 2.1.
  note: Includes bibliographical references and index.
  note: English.
  subject:
    topic: Time-series analysis
  subject:
    topic: Bayesian statistical decision theory
  subject:
    topic: Social sciences
    topic: Statistical methods
  subject:
    topic: Série chronologique
  subject:
    topic: Théorie de la décision bayésienne
  subject:
    topic: Sciences sociales
    topic: Méthodes statistiques
  subject:
    topic: MATHEMATICS
    topic: Applied
  subject:
    topic: MATHEMATICS
    topic: Probability & Statistics
    topic: General
  subject:
    topic: Bayesian statistical decision theory
  subject:
    topic: Social sciences
    topic: Statistical methods
  subject:
    topic: Time-series analysis
  subject:
    topic: Tijdreeksen
  subject:
    topic: Prognoses
  subject:
    topic: Methode van Bayes
  subject:
    topic: Séries chronologiques
  subject:
    topic: Statistique bayésienne
  subject:
    topic: Sciences sociales
    topic: Méthodes statistiques
  classification: HA30.3 .P65 1994eb
  classification: 519.5/5
  classification: 31.73
  related item:
    title info:
      title: Applied Bayesian forecasting and time series analysis
    name:
      name part: Pole, Andy.
    identifier: (DLC) 94013542
    identifier: (OCoLC)30156824
  related item:
    title info:
      title: Texts in statistical science
  identifier: 9781489934321
  identifier: 1489934324
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  identifier: 1482267438
  identifier: 9781315274775
  identifier: 1315274779
  identifier: 0412044013
  identifier: 9780412044014
  identifier: TANDF_377060 Ingram Content Group
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: GW5XE
    record creation date: 140711
    record change date: 20241111204809.0
    record identifier: in00005528494
    language of cataloging:
      language term: eng