logo
Supporting your high street Find out how »
Basket Image

Basket

Hidden Markov Models for Time Series : An Introduction Using R, Second Edition, Hardback Book

Description

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

Information

  • Format: Hardback
  • Pages: 370 pages, 65 Tables, black and white; 80 Illustrations, black and white
  • Publisher: Apple Academic Press Inc.
  • Publication Date:
  • Category: Probability & statistics
  • ISBN: 9781482253832

£68.99

£60.85

 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops

Also in the Chapman & Hall/CRC Monographs on Statistics and Applied Probability series   |  View all