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Download Time Series Analysis for the State-Space Model with R/Stan by Junichiro Hagiwara in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Time Series Analysis for the State-Space Model with R/Stan
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.
Detailed Information
| Author: | Junichiro Hagiwara |
|---|---|
| Publication Year: | 2021 |
| ISBN: | 9789811607103 |
| Pages: | 350 |
| Language: | English |
| File Size: | 11.111 |
| Format: | |
| Price: | FREE |
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