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Dynamic Time Series Models using R-INLA - An Applied Perspective (Hardcover) Loot Price: R2,784
Discovery Miles 27 840
Dynamic Time Series Models using R-INLA - An Applied Perspective (Hardcover): Nalini Ravishanker, Balaji Raman, Refik Soyer

Dynamic Time Series Models using R-INLA - An Applied Perspective (Hardcover)

Nalini Ravishanker, Balaji Raman, Refik Soyer

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Loot Price R2,784 Discovery Miles 27 840 | Repayment Terms: R261 pm x 12*

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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.

General

Imprint: Crc Press
Country of origin: United Kingdom
Release date: August 2022
First published: 2023
Authors: Nalini Ravishanker • Balaji Raman • Refik Soyer
Dimensions: 254 x 178 x 22mm (L x W x T)
Format: Hardcover
Pages: 282
ISBN-13: 978-0-367-65427-6
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
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LSN: 0-367-65427-X
Barcode: 9780367654276

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