000 03200nam a2200349 a 4500
005 20250930133612.0
008 120621s2011 enka b 001 0 eng
020 _a9780521196765 (hbk.)
_cRM268.60
020 _a0521196760 (hbk.)
039 9 _a201305171602
_bzabidah
_c201305131120
_drasyilla
_y06-21-2012
_zrasyilla
040 _aDLC
_cDLC
_dUKM
090 _aQA280.B397
090 _aQA280
_b.B397
245 0 0 _aBayesian time series models /
_cedited by David Barber, A. Taylan Cemgil, Silvia Chiappa.
260 _aCambridge, UK :
_bCambridge University Press,
_c2011.
300 _axiii, 417 p. :
_bill. ;
_c26 cm.
504 _aIncludes bibliographical references and index.
520 _a''What's going to happen next?' Time series data hold the answers, and Bayesian methods represent the cutting edge in learning what they have to say. This ambitious book is the first unified treatment of the emerging knowledge-base in Bayesian time series techniques. Exploiting the unifying framework of probabilistic graphical models, the book covers approximation schemes, both Monte Carlo and deterministic, and introduces switching, multi-object, non-parametric and agent-based models in a variety of application environments. It demonstrates that the basic framework supports the rapid creation of models tailored to specific applications and gives insight into the computational complexity of their implementation. The authors span traditional disciplines such as statistics and engineering and the more recently established areas of machine learning and pattern recognition. Readers with a basic understanding of applied probability, but no experience with time series analysis, are guided from fundamental concepts to the state-of-the-art in research and practice'--
_cProvided by publisher.
520 _a'Time series appear in a variety of disciplines, from finance to physics, computer science to biology. The origins of the subject and diverse applications in the engineering and physics literature at times obscure the commonalities in the underlying models and techniques. A central aim of this book is an attempt to make modern time series techniques accessible to a broad range of researchers, based on the unifying concept of probabilistic models. These techniques facilitate access to the modern time series literature, including financial time series prediction, video-tracking, music analysis, control and genetic sequence analysis. A particular feature of the book is that it brings together leading researchers that span the more traditional disciplines of statistics, control theory, engineering and signal processing,to the more recent area machine learning and pattern recognition'--
_cProvided by publisher.
650 0 _aTime-series analysis.
_961130
650 0 _aBayesian statistical decision theory.
700 1 _aBarber, David,
_d1963-
700 1 _aCemgil, Ali Taylan.
700 1 _aChiappa, Silvia.
907 _a.b15409685
_b2019-11-12
_c2019-11-12
942 _c01
_n0
_kQA280.B397
914 _avtls003505920
990 _aza
991 _aFakulti Sains Sosial dan Kemanusiaan
998 _at
_b2012-08-06
_cm
_da
_feng
_genk
_y0
_z.b15409685
999 _c524408
_d524408