Hidden Markov Models for Time Series

Walter Zucchini

ISBN 10: 103217949X / ISBN 13: 9781032179490

Verlag: Chapman And Hall/CRC Sep 2021, 2021

Beschreibung

This item is printed on demand - it takes 3-4 days longer - Neuware -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.FeaturesPresents an accessible overview of HMMsExplores a variety of applications in ecology, finance, epidemiology, climatology, and sociologyIncludes numerous theoretical and programming exercisesProvides most of the analysed data sets onlineNew to the second editionA total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state processNew case studies on animal movement, rainfall occurrence and capture-recapture data 400 pp. Englisch. Bestandsnummer des Verkäufers 9781032179490

Bibliografische Details

Titel: Hidden Markov Models for Time Series

Verlag: Chapman And Hall/CRC Sep 2021

Erscheinungsdatum: 2021

Einband: Taschenbuch

Zustand: Neu

Auflage: 2. Auflage

Über diesen Titel

Inhaltsangabe:

Hidden Markov Models (HMMs) remains a vibrant area of research in statistics, with many new applications appearing since publication of the first edition.

Über die Autorin bzw. den Autor:

Walter Zucchini, Iain K. MacDonald, Roland Langrock