Applied Bayesian Forecasting and Time Series Analysis

Rating:
Summary: applied bayesian forecasting and time series analysis
Review: Pole et al.'s small primer on bayesian time series analysis is a good first step for an outsider to the area. The book is split into two parts. The first gives a favourable treatment of bayesian analysis. The second half of the book is an extended tutorial to accompany the canned program and data set included with the text.

The program itself is easy to use, although in talking with people who have worked through the book, they seem to have gone on to write their own code rather than rely on the program, BATS.

Rating:
Summary: applied bayesian forecasting and time series analysis
Review: Pole et al.'s small primer on bayesian time series analysis is a good first step for an outsider to the area. The book is split into two parts. The first gives a favourable treatment of bayesian analysis. The second half of the book is an extended tutorial to accompany the canned program and data set included with the text.

The program itself is easy to use, although in talking with people who have worked through the book, they seem to have gone on to write their own code rather than rely on the program, BATS.

Rating:
Summary: A good introduction to dinamic models
Review: This is a hands-on introduction to bayesian forecasting and dinamic models. After a brief overview on theory, it leads you to some fully developed examples. The second part of the book simply develop some examples on the BATS program supplied with the book. They clearly feature the main capabilities of the program. The main drawback is that all the book is focused on that program, so BF and DM are glossed over. So, a reading to the theory focused book "bayesian forecasting and dinamic models" from Harrison is mandatory for a deeper dive into this issue.