Dynamic Time Series Models Using R-Inla: An Applied Perspective

Ravishanker, Nalini, Raman, Balaji, Soyer, Refik

Dynamic Time Series Models Using R-Inla: An Applied Perspective
  • 出版商: CRC
  • 出版日期: 2022-08-10
  • 售價: $3,990
  • 貴賓價: 9.5 折 $3,791
  • 語言: 英文
  • 頁數: 282
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 036765427X
  • ISBN-13: 9780367654276

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商品描述

Dynamic Time Series Models using R-INLA: An Applied Perspective is the outcome of a joint effort to systematically describe the use of R-INLA for analysing time series and showcasing the code and description by several examples. This book introduces the underpinnings of R-INLA and the tools needed for modelling different types of time series using an approximate Bayesian framework.

The book is an ideal reference for statisticians and scientists who work with time series data. It provides an excellent resource for teaching a course on Bayesian analysis using state space models for time series.

Key Features:

  • Introduction and overview of R-INLA for time series analysis.
  • Gaussian and non-Gaussian state space models for time series.
  • State space models for time series with exogenous predictors.
  • Hierarchical models for a potentially large set of time series.
  • Dynamic modelling of stochastic volatility and spatio-temporal dependence.

商品描述(中文翻譯)

《使用R-INLA進行動態時間序列模型：應用觀點》是一項共同努力的成果，旨在系統地描述使用R-INLA進行時間序列分析的方法，並通過多個示例展示代碼和描述。本書介紹了R-INLA的基礎知識和使用近似貝葉斯框架建模不同類型時間序列所需的工具。

本書是統計學家和科學家處理時間序列數據的理想參考資料。它為使用狀態空間模型進行時間序列的貝葉斯分析教授課程提供了優質資源。

主要特點：
- 介紹和概述R-INLA進行時間序列分析的方法。
- 高斯和非高斯狀態空間模型用於時間序列。
- 帶有外生預測變量的時間序列的狀態空間模型。
- 可能包含大量時間序列的階層模型。
- 動態建模隨機波動性和時空相依性。

作者簡介

Nalini Ravishanker is a professor in the Department of Statistics at the University of Connecticut, Storrs, USA.

Balaji Raman is a statistician at Cogitaas AVA, Mumbai, India.

Refik Soyer is a professor in the Department of Decision Sciences at The George Washington University, Washington D.C., USA.

作者簡介(中文翻譯)

Nalini Ravishanker 是美國康涅狄格大學（University of Connecticut）統計學系的教授。

Balaji Raman 是印度孟買的 Cogitaas AVA 公司的統計學家。

Refik Soyer 是美國華盛頓特區喬治華盛頓大學（The George Washington University）決策科學系的教授。

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