Dynamic Time Series Models using R-INLA

Dynamic Time Series Models using R-INLA PDF Author: Nalini Ravishanker
Publisher: CRC Press
ISBN: 1000622606
Category : Mathematics
Languages : en
Pages : 297

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Book Description
Dynamic Time Series Models using R-INLA: An Applied Perspective is the outcome of a joint effort to systematically describe the use of R-INLA for analysing time series and showcasing the code and description by several examples. This book introduces the underpinnings of R-INLA and the tools needed for modelling different types of time series using an approximate Bayesian framework. The book is an ideal reference for statisticians and scientists who work with time series data. It provides an excellent resource for teaching a course on Bayesian analysis using state space models for time series. Key Features: Introduction and overview of R-INLA for time series analysis. Gaussian and non-Gaussian state space models for time series. State space models for time series with exogenous predictors. Hierarchical models for a potentially large set of time series. Dynamic modelling of stochastic volatility and spatio-temporal dependence.

Dynamic Time Series Models using R-INLA

Dynamic Time Series Models using R-INLA PDF Author: Nalini Ravishanker
Publisher: CRC Press
ISBN: 1000622606
Category : Mathematics
Languages : en
Pages : 297

Get Book Here

Book Description
Dynamic Time Series Models using R-INLA: An Applied Perspective is the outcome of a joint effort to systematically describe the use of R-INLA for analysing time series and showcasing the code and description by several examples. This book introduces the underpinnings of R-INLA and the tools needed for modelling different types of time series using an approximate Bayesian framework. The book is an ideal reference for statisticians and scientists who work with time series data. It provides an excellent resource for teaching a course on Bayesian analysis using state space models for time series. Key Features: Introduction and overview of R-INLA for time series analysis. Gaussian and non-Gaussian state space models for time series. State space models for time series with exogenous predictors. Hierarchical models for a potentially large set of time series. Dynamic modelling of stochastic volatility and spatio-temporal dependence.

Handbook of Discrete-Valued Time Series

Handbook of Discrete-Valued Time Series PDF Author: Richard A. Davis
Publisher: CRC Press
ISBN: 1466577746
Category : Mathematics
Languages : en
Pages : 484

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Book Description
Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed ca

Regression Analysis of Count Data

Regression Analysis of Count Data PDF Author: A. Colin Cameron
Publisher: Cambridge University Press
ISBN: 9780521635677
Category : Business & Economics
Languages : en
Pages : 436

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Book Description
This analysis provides a comprehensive account of models and methods to interpret frequency data.

Ordered Data Analysis, Modeling and Health Research Methods

Ordered Data Analysis, Modeling and Health Research Methods PDF Author: Pankaj Choudhary
Publisher: Springer
ISBN: 3319254332
Category : Mathematics
Languages : en
Pages : 268

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Book Description
This volume presents an eclectic mix of original research articles in areas covering the analysis of ordered data, stochastic modeling and biostatistics. These areas were featured in a conference held at the University of Texas at Dallas from March 7 to 9, 2014 in honor of Professor H. N. Nagaraja’s 60th birthday and his distinguished contributions to statistics. The articles were written by leading experts who were invited to contribute to the volume from among the conference participants. The volume is intended for all researchers with an interest in order statistics, distribution theory, analysis of censored data, stochastic modeling, time series analysis, and statistical methods for the health sciences, including statistical genetics.

Regression Analysis of Count Data

Regression Analysis of Count Data PDF Author: Adrian Colin Cameron
Publisher: Cambridge University Press
ISBN: 1107014166
Category : Business & Economics
Languages : en
Pages : 597

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Book Description
This book provides the most comprehensive and up-to-date account of regression methods to explain the frequency of events.

Time Series

Time Series PDF Author: Raquel Prado
Publisher: CRC Press
ISBN: 1498747043
Category : Mathematics
Languages : en
Pages : 473

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Book Description
• Expanded on aspects of core model theory and methodology. • Multiple new examples and exercises. • Detailed development of dynamic factor models. • Updated discussion and connections with recent and current research frontiers.

A Multivariate Claim Count Model for Applications in Insurance

A Multivariate Claim Count Model for Applications in Insurance PDF Author: Daniela Anna Selch
Publisher: Springer
ISBN: 3319928686
Category : Mathematics
Languages : en
Pages : 167

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Book Description
This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications. Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of mathematical tractability (including estimation, sampling and convergence results for large portfolios) and can thus be applied in various contexts (such as risk management and pricing of (re-)insurance contracts). The authors provide a detailed analysis of the proposed probabilistic model, discussing its relation to the existing literature, its statistical properties, different estimation strategies as well as possible applications and extensions. Actuaries and researchers working in risk management and premium pricing will find this book particularly interesting. Graduate-level probability theory, stochastic analysis and statistics are required.

Spatial Econometrics

Spatial Econometrics PDF Author: Badi H. Baltagi
Publisher: Emerald Group Publishing
ISBN: 1785609858
Category : Business & Economics
Languages : en
Pages : 403

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Book Description
Advances in Econometrics 37 highlights key research in econometrics in a user friendly way for economists who are not econometricians.

Analyzing and Modeling Spatial and Temporal Dynamics of Infectious Diseases

Analyzing and Modeling Spatial and Temporal Dynamics of Infectious Diseases PDF Author: Dongmei Chen
Publisher: John Wiley & Sons
ISBN: 1118629914
Category : Medical
Languages : en
Pages : 496

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Book Description
Features modern research and methodology on the spread of infectious diseases and showcases a broad range of multi-disciplinary and state-of-the-art techniques on geo-simulation, geo-visualization, remote sensing, metapopulation modeling, cloud computing, and pattern analysis Given the ongoing risk of infectious diseases worldwide, it is crucial to develop appropriate analysis methods, models, and tools to assess and predict the spread of disease and evaluate the risk. Analyzing and Modeling Spatial and Temporal Dynamics of Infectious Diseases features mathematical and spatial modeling approaches that integrate applications from various fields such as geo-computation and simulation, spatial analytics, mathematics, statistics, epidemiology, and health policy. In addition, the book captures the latest advances in the use of geographic information system (GIS), global positioning system (GPS), and other location-based technologies in the spatial and temporal study of infectious diseases. Highlighting the current practices and methodology via various infectious disease studies, Analyzing and Modeling Spatial and Temporal Dynamics of Infectious Diseases features: Approaches to better use infectious disease data collected from various sources for analysis and modeling purposes Examples of disease spreading dynamics, including West Nile virus, bird flu, Lyme disease, pandemic influenza (H1N1), and schistosomiasis Modern techniques such as Smartphone use in spatio-temporal usage data, cloud computing-enabled cluster detection, and communicable disease geo-simulation based on human mobility An overview of different mathematical, statistical, spatial modeling, and geo-simulation techniques Analyzing and Modeling Spatial and Temporal Dynamics of Infectious Diseases is an excellent resource for researchers and scientists who use, manage, or analyze infectious disease data, need to learn various traditional and advanced analytical methods and modeling techniques, and become aware of different issues and challenges related to infectious disease modeling and simulation. The book is also a useful textbook and/or supplement for upper-undergraduate and graduate-level courses in bioinformatics, biostatistics, public health and policy, and epidemiology.

Count Time Series

Count Time Series PDF Author: Konstantinos Fokianos
Publisher: CRC Press
ISBN: 9781482248050
Category :
Languages : en
Pages : 220

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Book Description