Mike West, Duke University  

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

StatSci@Duke page
@wikipedia page

Home
Publications
Conferences
Students & Fellows
Videos
Software & data
Teaching
Other links
Contact & Directions
 
 
BEST Award
Stat@Duke

Applied Bayesian Forecasting
and Time Series Analysis

Andy Pole,
Mike West & Jeff Harrison

Chapman-Hall, 1994
   - ISBN: 0412044013
   - Errata
   - BATS code & data

   - at Routledge/Taylor Francis
   - at Amazon

*
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


BATS, 1984+
    Bayesian Analysis of Time Series
The BATS code and data download 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 The BATS software is also available there although is no longer supported and superceded by other software-- including packages linked at Mike's software page.