Springer Series in Statistics Bayesian Forecasting and Dynamic Models

This text is concerned with Bayesian learning, inference and forecasting in dynamic environments. 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, the text includes many more exercises and covers new topics at the research and application frontiers of Bayesian forecastings.