Hidden Markov Models for Time Series - Couverture souple

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

 
9781032179490: Hidden Markov Models for Time Series
Couverture souple
ISBN 10 : 103217949X ISBN 13 : 9781032179490
Editeur : Chapman and Hall/CRC, 2021

Synopsis

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

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Walter Zucchini, Iain K. MacDonald, Roland Langrock

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Chapman and Hall/CRC
Date d'édition
2021
Langue
anglais
ISBN 10 
103217949X
ISBN 13 
9781032179490
Reliure
Broché
Numéro d'édition
2
Nombre de pages
398
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Allemagne

Autres éditions populaires du même titre

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

Edition présentée

ISBN 10 :  1482253836 ISBN 13 :  9781482253832
Editeur : Chapman & Hall/CRC, 2016
Couverture rigide