株式会社極東書店トップ ＞ 商品一覧 ＞ Dynamic Linear Models with R.
商品詳細
Dynamic Linear Models with R. Rによる動学線形モデル
・ISBN 978-0-387-77237-0 soft EUR 119.99
￥32,072.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 著者・編者 | Petris, Giovanni / Petrone, S. / Campagnoli, P., |
|---|---|
| シリーズ | Use R! |
| 出版社 | (Springer, US) |
| 出版年月 | 2009 |
| ページ数 | xii, 252 pp. |
| 言語 | ENG |
| ニュース番号 | ＜566-249＞ |
解説
State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever possible it is shown how to compute estimates and forecasts in closed form; for more complex models, simulation techniques are used. A final chapter covers modern sequential Monte Carlo algorithms.
The book illustrates all the fundamental steps needed to use dynamic linear models in practice, using R. Many detailed examples based on real data sets are provided to show how to set up a specific model, estimate its parameters, and use it for forecasting. All the code used in the book is available online.
No prior knowledge of Bayesian statistics or time series analysis is required, although familiarity with basic statistics and R is assumed.