Mike West, Duke University  

Mike West
Arts & Sciences Professor of Statistics & Decision Sciences
Duke University

Home
Teaching
Students & Postdocs
Publications
Software, data etc
Research
Opportunities
Other links
Contact & Directions

Applied Bayesian Forecasting and Time Series Analysis
& BATS software

Andy Pole, Mike West and Jeff Harrison



Our 1994 book Applied Bayesian Forecasting and Time Series Analysis (Chapman-Hall, New York) is distributed by CRC Press in the USA. You can order copies and obtain further details from CRC Press at 1-800-272-7737 (the publisher there is Bob Stern, extn 2549). In the UK and Europe, the contacts are Kirsty Stroud (Commissioning Editor), or Jasmin Naim (Editorial Assistant), at Chapman & Hall/CRC, 23 Blades Court, Deodar Road, London SW15 2NU. ( Tel: +44 208 875 4387, Fax: +44 208 871 3443, e-mail: jnaim@crcpress.com

The ISBN of the book is ISBN 0412044013

We have an ftp site for updates of the BATS software that accompanies the book. You can find this at ftp.stat.duke.edu/pub/bats/.

Current files include include zipped versions of DOS and Windows 3.1 (in bats.zip), and the executable for the new Windows95 versions (wbats95.exe). Unfortunately, the software has not been upgraded to more recent versions of Windows or ported to other operating systems, and there are currently no plans to do do.

The DATASETS directory contains the many BATS data sets, and is expected to be augmented with new data sets in future.

Enquiries or question to APole@Tiedemannfunds.com (Andy Pole)

Readers and users may be interested in the related text Bayesian Forecasting and Dynamic Models (1997, Second Edition) by Mike West and Jeff Harrison


LIST OF CHAPTERS

Part A: DYNAMIC BAYESIAN MODELLING - Theory and Applications
  1. Practical Modelling and Forecasting
  2. Methodological Framework
  3. Analysis of the DLM
  4. Application: Turkey Chick Sales
  5. Application: Market Share
  6. Application: Marriages in Greece
  7. Further Examples and Exercises
Part B: INTERACTIVE TIME SERIES ANALYSIS AND FORECASTING
  1. Installing BATS
  2. Tutorial: Introduction to BATS
  3. Tutorial: Introduction to Modelling
  4. Tutorial: Advanced Modelling
  5. Tutorial: Modelling with Incomplete Data
  6. Tutorial: Data Management
Part C: BATS REFERENCE
  1. Communications
  2. Menu Descriptions