000			01345nam a22001817a 4500
005			20240207103330.0
008			240207b |||||||| |||| 00| 0 eng d
020			_a9789811607134
082			_a519.550243 _bHAG
100			_aHagiwara, Junichiro _913993
245			_aTime series analysis for the state-space model with R/Stan
260			_bSpringer _aSwitzerland _c2021
300			_axiii, 247 p.
365			_aEURO _b129.99
520			_aThis book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing attention in a broad range of fields. The major feature of the book lies in its consistent Bayesian treatment regarding whole combinations of batch and sequential solutions for linear Gaussian and general state-space models: MCMC and Kalman/particle filter. The reader is given insight on flexible modeling in modern time series analysis. The main topics of the book deal with the state-space model, covering extensively, from introductory and exploratory methods to the latest advanced topics such as real-time structural change detection. Additionally, a practical exercise using R/Stan based on real data promotes understanding and enhances the reader’s analytical capability.
650			_aTime Series Analysis _915206
942			_cBK _2ddc
999			_c5726 _d5726