Hidden Markov Models for Time Series

An Introduction Using R, Second Edition

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Hidden Markov Models for Time Series by Walter Zucchini, Iain L. MacDonald, Roland Langrock, CRC Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Walter Zucchini, Iain L. MacDonald, Roland Langrock ISBN: 9781315355207
Publisher: CRC Press Publication: December 19, 2017
Imprint: Chapman and Hall/CRC Language: English
Author: Walter Zucchini, Iain L. MacDonald, Roland Langrock
ISBN: 9781315355207
Publisher: CRC Press
Publication: December 19, 2017
Imprint: Chapman and Hall/CRC
Language: English

Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data. The book provides a broad understanding of the models and their uses.

After presenting the basic model formulation, the book covers estimation, forecasting, decoding, prediction, model selection, and Bayesian inference for HMMs. Through examples and applications, the authors describe how to extend and generalize the basic model so that it can be applied in a rich variety of situations.

The book demonstrates how HMMs can be applied to a wide range of types of time series: continuous-valued, circular, multivariate, binary, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out the computations.

Features

  1. Presents an accessible overview of HMMs
  2. Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology
  3. Includes numerous theoretical and programming exercises
  4. Provides most of the analysed data sets online

New to the second edition

  1. A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process
  2. New case studies on animal movement, rainfall occurrence and capture-recapture data
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data. The book provides a broad understanding of the models and their uses.

After presenting the basic model formulation, the book covers estimation, forecasting, decoding, prediction, model selection, and Bayesian inference for HMMs. Through examples and applications, the authors describe how to extend and generalize the basic model so that it can be applied in a rich variety of situations.

The book demonstrates how HMMs can be applied to a wide range of types of time series: continuous-valued, circular, multivariate, binary, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out the computations.

Features

  1. Presents an accessible overview of HMMs
  2. Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology
  3. Includes numerous theoretical and programming exercises
  4. Provides most of the analysed data sets online

New to the second edition

  1. A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process
  2. New case studies on animal movement, rainfall occurrence and capture-recapture data

More books from CRC Press

Cover of the book Handbook of Item Response Theory, Volume Three by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book Redox Flow Batteries by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book Encyclopedia of Chemical Processing and Design by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book Advances in Plant Cold Hardiness by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book Earthquake Resistant Design of Buildings by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book Sustainability by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book Advanced Wireless Sensing Techniques for 5G Networks by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book MRCS Picture Questions by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book The Limits of Expertise by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book Project Management by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book Veterinary Nursing Care Plans by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book Cellular Automata And Complexity by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book The Role of Phosphonates in Living Systems by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book Health Service Public Relations by Walter Zucchini, Iain L. MacDonald, Roland Langrock
Cover of the book Drought and Water Crises by Walter Zucchini, Iain L. MacDonald, Roland Langrock
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy