Time Series Analysis for the State-Space Model with R/Stan

Released on by Junichiro Hagiwara
preview-18

  • Time Series Analysis for the State-Space Model with R/Stan Book Detail

  • Author : Junichiro Hagiwara
  • Release Date : 2021-08-30
  • Publisher : Springer Nature
  • Genre : Mathematics
  • Pages : 350
  • ISBN 13 : 9811607117
  • File Size : 74,74 MB
DOWNLOAD BOOK

Time Series Analysis for the State-Space Model with R/Stan by Junichiro Hagiwara PDF Summary

Book Description: This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing attention in a broad range of fields. The major feature of the book lies in its consistent Bayesian treatment regarding whole combinations of batch and sequential solutions for linear Gaussian and general state-space models: MCMC and Kalman/particle filter. The reader is given insight on flexible modeling in modern time series analysis. The main topics of the book deal with the state-space model, covering extensively, from introductory and exploratory methods to the latest advanced topics such as real-time structural change detection. Additionally, a practical exercise using R/Stan based on real data promotes understanding and enhances the reader’s analytical capability.

Disclaimer: www.yourbookbest.com does not own Time Series Analysis for the State-Space Model with R/Stan books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

State Space Modeling of Time Series

State Space Modeling of Time Series

File Size : 60,60 MB
Total View : 1467 Views
DOWNLOAD

In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued

Time Series Analysis by State Space Methods

Time Series Analysis by State Space Methods

File Size : 81,81 MB
Total View : 6462 Views
DOWNLOAD

State space time series analysis emerged in the 1960s in engineering, but its applications have spread to other fields. Durbin (statistics, London School of Eco

Time Series Analysis by State Space Methods

Time Series Analysis by State Space Methods

File Size : 65,65 MB
Total View : 1103 Views
DOWNLOAD

This is a comprehensive treatment of the state space approach to time series analysis. A distinguishing feature of state space time series models is that observ