Ebook: Bayesian Forecasting and Dynamic Models

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Content:
Front Matter....Pages i-xxi
Introduction....Pages 1-36
Introduction to the DLM: The First-Order Polynomial Model....Pages 37-74
Introduction to the DLM: The Dynamic Regression Model....Pages 75-104
The Dynamic Linear Model....Pages 105-141
Univariate Time Series DLM Theory....Pages 143-172
Model Specification and Design....Pages 173-200
Polynomial Trend Models....Pages 201-228
Seasonal Models....Pages 229-271
Regression, Transfer Function and Noise Models....Pages 273-318
Illustrations and Extensions of Standard DLMS....Pages 319-378
Intervention and Monitoring....Pages 379-436
Multi-Process Models....Pages 437-509
Non-Linear Dynamic Models....Pages 511-546
Exponential Family Dynamic Models....Pages 547-595
Multivariate Modelling and Forecasting....Pages 597-651
Appendix: Distribution Theory and Linear Algebra....Pages 653-676
Back Matter....Pages 677-704

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Content:
Front Matter....Pages i-xxi
Introduction....Pages 1-36
Introduction to the DLM: The First-Order Polynomial Model....Pages 37-74
Introduction to the DLM: The Dynamic Regression Model....Pages 75-104
The Dynamic Linear Model....Pages 105-141
Univariate Time Series DLM Theory....Pages 143-172
Model Specification and Design....Pages 173-200
Polynomial Trend Models....Pages 201-228
Seasonal Models....Pages 229-271
Regression, Transfer Function and Noise Models....Pages 273-318
Illustrations and Extensions of Standard DLMS....Pages 319-378
Intervention and Monitoring....Pages 379-436
Multi-Process Models....Pages 437-509
Non-Linear Dynamic Models....Pages 511-546
Exponential Family Dynamic Models....Pages 547-595
Multivariate Modelling and Forecasting....Pages 597-651
Appendix: Distribution Theory and Linear Algebra....Pages 653-676
Back Matter....Pages 677-704
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