Dynamic Linear Models with R

Β· Β·
Β· Springer Science & Business Media
αžŸαŸ€αžœαž—αŸ…β€‹αž’αŸαž‘αž·αž…αžαŸ’αžšαžΌαž“αž·αž…
252
αž‘αŸ†αž–αŸαžš
αž€αžΆαžšαžœαžΆαž™αžαž˜αŸ’αž›αŸƒ αž“αž·αž„αž˜αžαž·αžœαžΆαž™αžαž˜αŸ’αž›αŸƒαž˜αž·αž“αžαŸ’αžšαžΌαžœαž”αžΆαž“αž•αŸ’αž‘αŸ€αž„αž•αŸ’αž‘αžΆαžαŸ‹αž‘αŸ αžŸαŸ’αžœαŸ‚αž„αž™αž›αŸ‹αž”αž“αŸ’αžαŸ‚αž˜

αž’αŸ†αž–αžΈαžŸαŸ€αžœαž—αŸ…β€‹αž’αŸαž‘αž·αž…αžαŸ’αžšαžΌαž“αž·αž€αž“αŸαŸ‡

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.

αžœαžΆαž™αžαž˜αŸ’αž›αŸƒαžŸαŸ€αžœαž—αŸ…β€‹αž’αŸαž‘αž·αž…αžαŸ’αžšαžΌαž“αž·αž€αž“αŸαŸ‡

αž”αŸ’αžšαžΆαž”αŸ‹αž™αžΎαž„αž’αŸ†αž–αžΈαž€αžΆαžšαž™αž›αŸ‹αžƒαžΎαž‰αžšαž”αžŸαŸ‹αž’αŸ’αž“αž€αŸ”

αž’αžΆαž“β€‹αž–αŸαžαŸŒαž˜αžΆαž“

αž‘αžΌαžšαžŸαž–αŸ’αž‘αž†αŸ’αž›αžΆαžαžœαŸƒ αž“αž·αž„β€‹αžαŸαž”αŸ’αž›αŸαž
αžŠαŸ†αž‘αžΎαž„αž€αž˜αŸ’αž˜αžœαž·αž’αžΈ Google Play Books αžŸαž˜αŸ’αžšαžΆαž”αŸ‹ Android αž“αž·αž„ iPad/iPhone αŸ” αžœαžΆβ€‹αž’αŸ’αžœαžΎαžŸαž˜αž€αžΆαž›αž€αž˜αŸ’αž˜β€‹αžŠαŸ„αž™αžŸαŸ’αžœαŸαž™αž”αŸ’αžšαžœαžαŸ’αžαž·αž‡αžΆαž˜αž½αž™β€‹αž‚αžŽαž“αžΈβ€‹αžšαž”αžŸαŸ‹αž’αŸ’αž“αž€β€‹ αž“αž·αž„β€‹αž’αž“αž»αž‰αŸ’αž‰αžΆαžαž±αŸ’αž™β€‹αž’αŸ’αž“αž€αž’αžΆαž“αž–αŸαž›β€‹αž˜αžΆαž“αž’αŸŠαžΈαž“αž’αžΊαžŽαž·αž αž¬αž‚αŸ’αž˜αžΆαž“β€‹αž’αŸŠαžΈαž“αž’αžΊαžŽαž·αžβ€‹αž“αŸ…αž‚αŸ’αžšαž”αŸ‹αž‘αžΈαž€αž“αŸ’αž›αŸ‚αž„αŸ”
αž€αž»αŸ†αž–αŸ’αž™αžΌαž‘αŸαžšβ€‹αž™αž½αžšαžŠαŸƒ αž“αž·αž„αž€αž»αŸ†αž–αŸ’αž™αžΌαž‘αŸαžš
αž’αŸ’αž“αž€αž’αžΆαž…αžŸαŸ’αžŠαžΆαž”αŸ‹αžŸαŸ€αžœαž—αŸ…αž‡αžΆαžŸαŸ†αž‘αŸαž„αžŠαŸ‚αž›αž”αžΆαž“αž‘αž·αž‰αž“αŸ…αž€αŸ’αž“αž»αž„ Google Play αžŠαŸ„αž™αž”αŸ’αžšαžΎαž€αž˜αŸ’αž˜αžœαž·αž’αžΈαžšαž»αž€αžšαž€αžαžΆαž˜αž’αŸŠαžΈαž“αž’αžΊαžŽαž·αžαž€αŸ’αž“αž»αž„αž€αž»αŸ†αž–αŸ’αž™αžΌαž‘αŸαžšαžšαž”αžŸαŸ‹αž’αŸ’αž“αž€αŸ”
eReaders αž“αž·αž„β€‹αž§αž”αž€αžšαžŽαŸβ€‹αž•αŸ’αžŸαŸαž„β€‹αž‘αŸ€αž
αžŠαžΎαž˜αŸ’αž”αžΈαž’αžΆαž“αž“αŸ…αž›αžΎβ€‹αž§αž”αž€αžšαžŽαŸ e-ink αžŠαžΌαž…αž‡αžΆβ€‹αž§αž”αž€αžšαžŽαŸαž’αžΆαž“β€‹αžŸαŸ€αžœαž—αŸ…αž’αŸαž‘αž·αž…αžαŸ’αžšαžΌαž“αž·αž€ Kobo αž’αŸ’αž“αž€αž“αžΉαž„αžαŸ’αžšαžΌαžœβ€‹αž‘αžΆαž‰αž™αž€β€‹αž―αž€αžŸαžΆαžš αž αžΎαž™β€‹αž•αŸ’αž‘αŸαžšαžœαžΆαž‘αŸ…β€‹αž§αž”αž€αžšαžŽαŸβ€‹αžšαž”αžŸαŸ‹αž’αŸ’αž“αž€αŸ” αžŸαžΌαž˜αž’αž“αž»αžœαžαŸ’αžαžαžΆαž˜β€‹αž€αžΆαžšαžŽαŸ‚αž“αžΆαŸ†αž›αž˜αŸ’αž’αž·αžαžšαž”αžŸαŸ‹αž˜αž‡αŸ’αžˆαž˜αžŽαŸ’αžŒαž›αž‡αŸ†αž“αž½αž™ αžŠαžΎαž˜αŸ’αž”αžΈαž•αŸ’αž‘αŸαžšαž―αž€αžŸαžΆαžšβ€‹αž‘αŸ…αž§αž”αž€αžšαžŽαŸαž’αžΆαž“αžŸαŸ€αžœαž—αŸ…β€‹αž’αŸαž‘αž·αž…αžαŸ’αžšαžΌαž“αž·αž€αžŠαŸ‚αž›αžŸαŸ’αž‚αžΆαž›αŸ‹αŸ”