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Hidden Markov Models for Time Series

SPAR
kr 63

Hidden Markov Models for Time Series

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
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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.



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
Produktdetaljer
Sprog: Engelsk
Sider: 400
ISBN-13: 9781032179490
Indbinding: Paperback
Udgave:
ISBN-10: 103217949X
Udg. Dato: 30 sep 2021
Længde: 26mm
Bredde: 157mm
Højde: 263mm
Forlag: Taylor & Francis Ltd
Oplagsdato: 30 sep 2021
Forfatter(e) Walter (University of Gottingen Zucchini, Iain L. MacDonald, Roland Langrock, Walter Zucchini


Kategori Sandsynlighedsregning og statistik


Sprog Engelsk


Indbinding Paperback


Sider 400


Udgave


Længde 26mm


Bredde 157mm


Højde 263mm


Udg. Dato 30 sep 2021


Oplagsdato 30 sep 2021

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