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Hidden Markov Models for Time Series
- An Introduction Using R, Second Edition
Engelsk
Bogcover for Hidden Markov Models for Time Series af Walter Zucchini, Iain L. MacDonald, Roland Langrock, 9781032179490
Specifikationer
Sprog:
Engelsk
Sider:
400
ISBN-13:
9781032179490
Indbinding:
Paperback
Udgave:
2
ISBN-10:
103217949X
Udg. Dato:
30 sep 2021
Størrelse i cm:
15,7 x 26,3 x 2,6
Oplagsdato:
30 sep 2021

Hidden Markov Models for Time Series

- An Introduction Using R, Second Edition
Engelsk
Paperback 2021
Format:

Bog beskrivelse

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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Specifikationer
Sprog:
Engelsk
Sider:
400
ISBN-13:
9781032179490
Indbinding:
Paperback
Udgave:
2
ISBN-10:
103217949X
Udg. Dato:
30 sep 2021
Størrelse i cm:
15,7 x 26,3 x 2,6
Oplagsdato:
30 sep 2021
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