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Applied Bayesian Forecasting and Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science) Hardcover – September 1, 1994

ISBN-13: 978-0412044014 ISBN-10: 0412044013 Edition: 0th

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Product Details

  • Series: Chapman & Hall/CRC Texts in Statistical Science (Book 29)
  • Hardcover: 480 pages
  • Publisher: Chapman and Hall/CRC (September 1, 1994)
  • Language: English
  • ISBN-10: 0412044013
  • ISBN-13: 978-0412044014
  • Product Dimensions: 6.1 x 0.9 x 9.2 inches
  • Shipping Weight: 1.6 pounds (View shipping rates and policies)
  • Average Customer Review: 4.2 out of 5 stars  See all reviews (4 customer reviews)
  • Amazon Best Sellers Rank: #1,197,980 in Books (See Top 100 in Books)

Editorial Reviews

Review

This book has filled a significant gap in the market for statistical texts. It should move Bayesian techniques for time series analysis and forecasting into the standard repertoire of applied statisticians. I think that it is an excellent book, and recommend it, especially to those who are not already familiar with these ideas.
-The Statistician

Customer Reviews

4.2 out of 5 stars
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Most Helpful Customer Reviews

36 of 36 people found the following review helpful By Michael R. Chernick on May 30, 2008
Format: Hardcover
This is the second text authored by West and Harrison on the Bayesian approach to time series. I have read and reviewed both of them. The other text by these authors provides a rigorous development of time series analysis using Bayesian methods. While that text is very good at helping the reader understand the theory and the whys and hows of implementing it, this text is very much a book that shows applications and how the Bayesian time series approach is used to produce forecasts based on this methodology. The authors are expert researchers on this topic and aside from these two books texts on Bayesian approaches to time series are not easy to find.
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9 of 9 people found the following review helpful By B.E.Stumborg on March 30, 2000
Format: Hardcover
Pole et al.'s small primer on bayesian time series analysis is a good first step for an outsider to the area. The book is split into two parts. The first gives a favourable treatment of bayesian analysis. The second half of the book is an extended tutorial to accompany the canned program and data set included with the text.
The program itself is easy to use, although in talking with people who have worked through the book, they seem to have gone on to write their own code rather than rely on the program, BATS.
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4 of 4 people found the following review helpful By José A. Sánchez Villanueva on June 25, 2001
Format: Hardcover
This is a hands-on introduction to bayesian forecasting and dinamic models. After a brief overview on theory, it leads you to some fully developed examples. The second part of the book simply develop some examples on the BATS program supplied with the book. They clearly feature the main capabilities of the program. The main drawback is that all the book is focused on that program, so BF and DM are glossed over. So, a reading to the theory focused book "bayesian forecasting and dinamic models" from Harrison is mandatory for a deeper dive into this issue.
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0 of 1 people found the following review helpful By MOISES on November 25, 2010
Format: Hardcover Verified Purchase
I would like to thank the excellent service of AMAZON.com.

I loved this book. He is perfekt for my study of Time Series.

Moises.
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Applied Bayesian Forecasting and Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)
This item: Applied Bayesian Forecasting and Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)
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