000			02647nam a2200337 a 4500
005			20250918130045.0
008			110315s2010 flua b 001 0 eng
020			_a9781420093360 (hbk.) _cRM258.50
039		9	_a201111211521 _bzabidah _c201111211519 _dzabidah _c201110311114 _dfarid _c201106300854 _dzaina _y03-15-2011 _zidah
040			_aUKM
090			_aQA280.P738 3
090			_aQA280 _b.P738
100	1		_aPrado, Raquel.
245	1	0	_aTime series : _bmodeling, computation, and inference / _cRaquel Prado, Mike West.
260			_aBoca Raton, FL. : _bCRC Press, _c2010.
300			_axx, 353 p. : _bill. ; _c25 cm.
490	1		_aChapman & Hall/CRC texts in statistical science series.
500			_a'A Chapman & Hall Book'.
504			_aIncludes bibliographical references (p. 321-337) and indexes.
520			_a'Focusing on Bayesian approaches and computations using up-to-date simulation-based methods for inference, Time Series: Modeling, Computation, and Inference integrates mainstream approaches for time series modeling with significant recent developments in methodology and applications of time series analysis. It encompasses a graduate-level account of Bayesian time series modeling and analysis, a broad range of references to state-of-the-art approaches to univariate and multivariate time series analysis, and emerging topics at research frontiers. The book presents overviews of several classes of models and related methodology for inference, statistical computation for model fitting and assessment, and forecasting. The authors also explore the connections between time- and frequency-domain approaches and develop various models and analyses using Bayesian tools, such as Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. They illustrate the models and methods with examples and case studies from a variety of fields, including signal processing, biomedicine, and finance. Data sets, R and MATLAB{u08EF}de, and other material are available on the authors' websites. Along with core models and methods, this text offers sophisticated tools for analyzing challenging time series problems. It also demonstrates the growth of time series analysis into new application areas.'--Publisher's description.
650		0	_aTime-series analysis _vTextbooks.
700	1		_aWest, Mike, _d1959-
830		0	_aTexts in statistical science.
907			_a.b14968976 _b2021-05-28 _c2019-11-12
942			_c01 _n0 _kQA280.P738 3
914			_avtls003458851
990			_azsz
991			_aFakulti Sains & Teknologi (FST)
998			_al _at _b2011-02-03 _cm _da _feng _gflu _y0 _z.b14968976
999			_c481723 _d481723