Hidden Markov Models for Time Series : An Introduction Using R, Second Edition Hardback
by Walter (University of Gottingen, Germany) Zucchini, Iain L. MacDonald, Roland Langrock
Part of the Chapman & Hall/CRC Monographs on Statistics and Applied Probability series
Hardback
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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 online New 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
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Out of StockMore expected soonContact us for further information
- Format:Hardback
- Pages:398 pages, 65 Tables, black and white; 80 Illustrations, black and white
- Publisher:Taylor & Francis Inc
- Publication Date:07/06/2016
- Category:
- ISBN:9781482253832
Information
-
Out of StockMore expected soonContact us for further information
- Format:Hardback
- Pages:398 pages, 65 Tables, black and white; 80 Illustrations, black and white
- Publisher:Taylor & Francis Inc
- Publication Date:07/06/2016
- Category:
- ISBN:9781482253832