目次

Contents: Introduction.- Introduction to the DLM: The First-OrderPolynomial Model.- Introduction to the DLM: The Dynamic Regression Model.-The Dynamic Linear Model.- Univariate Time Series DLM Theory.- ModelSpecification and Design.- Polynomial Trend Models.- Seasonal Models.-Regression, Transfer Function and Noise Models.- Illustrations and Extensionsof Standard DLMS.- Intervention and Monitoring.- Multi-Process Models.-Non-Linear Dynamic Models.- Exponential Family Dynamic Models.- MultivariateModelling and Forecasting.- Appendix: Distribution Theory and LinearAlgebra.- Bibliography.- Author Index.- Subject Index.