This course for practicing and aspiring data scientists and statisticians. It is the fourth of a four-course sequence introducing the fundamentals of Bayesian statistics. It builds on the course Bayesian Statistics: From Concept to Data Analysis, Techniques and Models, and Mixture models.
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課程信息
Familiarity with calculus-based probability, the principles of maximum likelihood estimation, and Bayesian inference.
您將獲得的技能
- Bayesian Statistics
- Forecasting
- Dynamic Linear Modeling
- Time Series
- R Programming
Familiarity with calculus-based probability, the principles of maximum likelihood estimation, and Bayesian inference.
提供方

加州大学圣克鲁兹分校
UC Santa Cruz is an outstanding public research university with a deep commitment to undergraduate education. It’s a place that connects people and programs in unexpected ways while providing unparalleled opportunities for students to learn through hands-on experience.
授課大綱 - 您將從這門課程中學到什麼
Week 1: Introduction to time series and the AR(1) process
This module defines stationary time series processes, the autocorrelation function and the autoregressive process of order one or AR(1). Parameter estimation via maximum likelihood and Bayesian inference in the AR(1) are also discussed.
Week 2: The AR(p) process
This module extends the concepts learned in Week 1 about the AR(1) process to the general case of the AR(p). Maximum likelihood estimation and Bayesian posterior inference in the AR(p) are discussed.
Week 3: Normal dynamic linear models, Part I
Normal Dynamic Linear Models (NDLMs) are defined and illustrated in this module using several examples. Model building based on the forecast function via the superposition principle is explained. Methods for Bayesian filtering, smoothing and forecasting for NDLMs in the case of known observational variances and known system covariance matrices are discussed and illustrated.
Week 4: Normal dynamic linear models, Part II
關於 贝叶斯统计 專項課程
This Specialization is intended for all learners seeking to develop proficiency in statistics, Bayesian statistics, Bayesian inference, R programming, and much more. Through four complete courses (From Concept to Data Analysis; Techniques and Models; Mixture Models; Time Series Analysis) and a culminating project, you will cover Bayesian methods — such as conjugate models, MCMC, mixture models, and dynamic linear modeling — which will provide you with the skills necessary to perform analysis, engage in forecasting, and create statistical models using real-world data.

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