Time Series Analysis for the State-Space Model with R/Stan

Author:   Junichiro Hagiwara
Publisher:   Springer Verlag, Singapore
Edition:   1st ed. 2021
ISBN:  

9789811607103


Pages:   347
Publication Date:   31 August 2021
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Time Series Analysis for the State-Space Model with R/Stan


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Author:   Junichiro Hagiwara
Publisher:   Springer Verlag, Singapore
Imprint:   Springer Verlag, Singapore
Edition:   1st ed. 2021
Weight:   0.711kg
ISBN:  

9789811607103


ISBN 10:   9811607109
Pages:   347
Publication Date:   31 August 2021
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Introduction.- Fundamental of probability and statistics.- Fundamentals of handling time series data with R.- Quick tour of time series analysis.- State-space model.- State estimation in the state-space model.- Batch solution for linear Gaussian state-space model.- Sequential solution for linear Gaussian state-space model.- Introduction and analysis examples of a well-known component model.- Batch solution for general state-space model.- Sequential solution for general state-space model.- Example of applied analysis in general state-space model.

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Author Information

Junichiro Hagiwara received the B.E., M.E., and Ph.D. degrees from Hokkaido University, Sapporo, Japan, in 1990, 1992, and 2016, respectively. He joined the Nippon Telegraph and Telephone Corporation in April 1992 and transferred to NTT Mobile Communications Network, Inc. (currently NTT DOCOMO, INC.) in July 1992. Later, he became involved in the research and development of mobile communication systems. His current research interests are in the application of stochastic theory to the communication domain. He is currently a visiting professor at Hokkaido University.

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