株式会社極東書店トップ ＞ 商品一覧 ＞ Dynamic Time Series Models using R-INLA : An Applied Perspective.
商品詳細
Dynamic Time Series Models using R-INLA : An Applied Perspective.
・ISBN 978-0-367-65427-6 hard GB£ 103.99
￥32,943.- (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。
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-003-13403-9
| 著者・編者 | Ravishanker, Nalini / Raman, Balaji / Soyer, Refik, |
|---|---|
| 出版社 | (Chapman & Hall/CRC, UK) |
| 出版年月 | 2022 |
| ページ数 | 282 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-5517＞ |
解説
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.