Hidden Bibliographic Details
| ISBN: | 9789811607110
9811607117
9789811607103
9811607109
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| Notes: | Includes bibliographical references and index.
Description based upon print version of record.
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| Summary: | 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 readers analytical capability. .
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| Other form: | Print version: Hagiwara, Junichiro Time Series Analysis for the State-Space Model with R/Stan Singapore : Springer Singapore Pte. Limited,c2021 9789811607103
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| Standard no.: | 10.1007/978-981-16-0711-0
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