Bayesian Forecasting and Dynamic Models

Mike West, Jeff Harrison0387947256, 9780387947259, 9780387227771

The second edition of this book includes revised, updated, and additional material on the structure, theory, and application of classes of dynamic models in Bayesian time series analysis and forecasting. In addition to wide ranging updates to central material in the first edition, the second edition includes many more exercises and covers new topics at the research and application frontiers of Bayesian forecastings.