Hidden Markov Models for Time Series: An Introduction Using R, Second Edition - Brossura

Langrock, Roland; Zucchini, Walter; MacDonald, Iain L.

 
9781032179490: Hidden Markov Models for Time Series: An Introduction Using R, Second Edition
Brossura
ISBN 10: 103217949X ISBN 13: 9781032179490
Casa editrice: Chapman and Hall/CRC, 2021

Sinossi

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

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull?autore

Walter Zucchini, Iain K. MacDonald, Roland Langrock

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Chapman and Hall/CRC
Data di pubblicazione
2021
Lingua
Inglese
ISBN 10 
103217949X
ISBN 13 
9781032179490
Rilegatura
Copertina flessibile
Numero edizione
2
Numero di pagine
400
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9781482253832: Hidden Markov Models for Time Series: An Introduction Using R, Second Edition

Edizione in evidenza

ISBN 10:  1482253836 ISBN 13:  9781482253832
Casa editrice: Chapman and Hall/CRC, 2016
Rilegato