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Bayesian Forecasting and Dynamic Models

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Cover of 'Bayesian Forecasting and Dynamic Models'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Introduction to the DLM: The First-Order Polynomial Model
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    Chapter 3 Introduction to the DLM: The Dynamic Regression Model
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    Chapter 4 The Dynamic Linear Model
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    Chapter 5 Univariate Time Series DLM Theory
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    Chapter 6 Model Specification and Design
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    Chapter 7 Polynomial Trend Models
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    Chapter 8 Seasonal Models
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    Chapter 9 Regression, Autoregression, and Related Models
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    Chapter 10 Illustrations and Extensions of Standard DLMs
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    Chapter 11 Intervention and Monitoring
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    Chapter 12 Multi-Process Models
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    Chapter 13 Non-Linear Dynamic Models: Analytic and Numerical Approximations
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    Chapter 14 Exponential Family Dynamic Models
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    Chapter 15 Simulation-Based Methods in Dynamic Models
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    Chapter 16 Multivariate Modelling and Forecasting
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    Chapter 17 Distribution Theory and Linear Algebra
Attention for Chapter 5: Univariate Time Series DLM Theory
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