Mike West, Duke University  

Mike West
The Arts & Sciences Professor of Statistics & Decision Sciences
Duke University

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BEST Award
Stat@Duke

Applied Bayesian Forecasting
and Time Series Analysis

Andy Pole, Mike West & Jeff Harrison
Chapman-Hall, 1994

ISBN: 0412044013

(at Amazon)

*

1994 - 1st edition errata


LIST OF CHAPTERS

Part A: DYNAMIC BAYESIAN MODELLING - Theory and Applications

  1. Practical Modelling and Forecasting
  2. Methodological Framework
  3. Analysis of the DLM
  4. Application: Turkey Chick Sales
  5. Application: Market Share
  6. Application: Marriages in Greece
  7. Further Examples and Exercises

Part B: INTERACTIVE TIME SERIES ANALYSIS AND FORECASTING
  1. Installing BATS
  2. Tutorial: Introduction to BATS
  3. Tutorial: Introduction to Modelling
  4. Tutorial: Advanced Modelling
  5. Tutorial: Modelling with Incomplete Data
  6. Tutorial: Data Management

Part C: BATS REFERENCE
  1. Communications
  2. Menu Descriptions

The BATS ftp site includes a DATASETS directory with many time series data sets, including those used in examples and case studies throughout the book. The BATS software is also available there (important note: the software is no longer supported). Enquiries or question to pole@adm.njit.edu (Andy Pole)