Dynamic linear models with R
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...
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| Auteurs principaux: | , , |
|---|---|
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Édition: | 1st ed. 2009. |
| Collection: | Use R!
|
| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Description d'après consultation du 29 septembre 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Dynamic linear models with R, Giovanni Petris, Sonia Petrone, Patrizia Campagnoli, 2009, Dordrecht [etc.], Springer, 1 vol. (XIII-251 p.), Use R !, 978-0-387-77237-0 • Dynamic Linear Models with R, Texte imprimé, 9780387568720 • Dynamic linear models with R, Giovanni Petris, Sonia Petrone, Patrizia Campagnoli, 2009, Dordrecht [etc.], Springer, 1 vol. (XIII-251 p.), Use R !, 978-0-387-77237-0 |
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| 100 | 1 | |a Campagnoli, Patrizia. | |
| 245 | 1 | 0 | |a Dynamic linear models with R |c by Patrizia Campagnoli, Sonia Petrone, Giovanni Petris. |
| 250 | |a 1st ed. 2009. | ||
| 260 | |a New York, NY : |b Springer New York. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Use R! |x 2197-5744 | |
| 500 | |a Description d'après consultation du 29 septembre 2011 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. Index | ||
| 505 | 1 | |a Introduction: basic notions about Bayesian inference Dynamic linear models Model specification Models with unknown parameters Sequential Monte Carlo methods | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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. Giovanni Petris is Associate Professor at the University of Arkansas. He has published many articles on time series analysis, Bayesian methods, and Monte Carlo techniques, and has served on National Science Foundation review panels. He regularly teaches courses on time series analysis at various universities in the US and in Italy. An active participant on the R mailing lists, he has developed and maintains a couple of contributed packages. Sonia Petrone is Associate Professor of Statistics at Bocconi University,Milano. She has published research papers in top journals in the areas of Bayesian inference, Bayesian nonparametrics, and latent variables models. She is interested in Bayesian nonparametric methods for dynamic systems and state space models and is an active member of the International Society of Bayesian Analysis. Patrizia Campagnoli received her PhD in Mathematical Statistics from the University of Pavia in 2002. She was Assistant Professor at the University of Milano-Bicocca and currently works for a financial software company | ||
| 630 | |a R |n logiciel | ||
| 650 | |a Espace des états, Méthodes de l' | ||
| 650 | |a Modèles linéaires (statistique) |x Informatique | ||
| 700 | 1 | |a Petrone, Sonia. |4 aut | |
| 700 | 1 | |a Petris, Giovanni. |4 aut | |
| 700 | 1 | |a Petrone, Sonia. |4 aut | |
| 700 | 1 | |a Petris, Giovanni. |4 aut | |
| 776 | 0 | |0 137637411 |t Dynamic linear models with R |f Giovanni Petris, Sonia Petrone, Patrizia Campagnoli |d 2009 |c Dordrecht [etc.] |n Springer |p 1 vol. (XIII-251 p.) |s Use R ! |z 978-0-387-77237-0 | |
| 776 | 0 | |t Dynamic Linear Models with R |b Texte imprimé |z 9780387568720 | |
| 776 | 0 | |0 137637411 |t Dynamic linear models with R |f Giovanni Petris, Sonia Petrone, Patrizia Campagnoli |d 2009 |c Dordrecht [etc.] |n Springer |p 1 vol. (XIII-251 p.) |s Use R ! |z 978-0-387-77237-0 | |
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