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