LIST OF CHAPTERS

1. Introduction
2. Introduction To The DLM: The First-Order Polynomial Model
3. Introduction To The DLM: The Regression DLM
4. The Dynamic Linear Model
5. Univariate Time Series DLM Theory
6. Model Specification And Design
7. Polynomial Trend Models
8. Seasonal Models
9. Regression, Autoregression, And Related Models
10. Illustrations And Extensions Of Standard DLMS
11. Intervention And Monitoring
12. Multi-Process Models
13. Non-Linear Dynamic Models: Basic Analytic And Numerical Approximations
14. Exponential Family Dynamic Models
15. Simulation-Based Methods In Dynamic Models
16. Multivariate Modelling And Forecasting
17. Appendix: Distribution Theory And Linear Algebra