Read Anywhere and on Any Device!

Subscribe to Read | $0.00

Join today and start reading your favorite books for Free!

Create Free Account

Quick and Easy Sign Up!

It takes less then 1 minute to sign up, then you can enjoy Unlimited eBooks.

Sign Up Browse

Popular Genres

Read Anywhere and on Any Device!

  • Download on iOS
  • Download on Android
  • Download on iOS

Hidden Markov Models for Time Series: An Introduction Using R

Hidden Markov Models for Time Series: An Introduction Using R

Walter Zucchini
0/5 ( ratings)
Read Download
Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models 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


Presents an accessible overview of HMMs Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology Includes numerous theoretical and programming exercises Provides most of the analysed data sets online
New to the second edition


A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process New case studies on animal movement, rainfall occurrence and capture recapture data
"
Language
English
Pages
370
Format
Hardcover
Publisher
CRC Press
Release
June 27, 2016
ISBN
1482253836
ISBN 13
9781482253832

Hidden Markov Models for Time Series: An Introduction Using R

Walter Zucchini
0/5 ( ratings)
Read Download
Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models 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


Presents an accessible overview of HMMs Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology Includes numerous theoretical and programming exercises Provides most of the analysed data sets online
New to the second edition


A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process New case studies on animal movement, rainfall occurrence and capture recapture data
"
Language
English
Pages
370
Format
Hardcover
Publisher
CRC Press
Release
June 27, 2016
ISBN
1482253836
ISBN 13
9781482253832

More books from Walter Zucchini

Hidden Markov Models for Time Series: An Introduction Using R

3.8/5 ( ratings)

Statistikübungen für Bachelor- und Masterstudenten: Ein Arbeitsbuch mit einer Einführung in R (Statistik und ihre Anwendungen)

3.8/5 ( ratings)

Statistik Fur Bachelor- Und Masterstudenten: Eine Einfuhrung Fur Wirtschafts- Und Sozialwissenschaftler

3.8/5 ( ratings)

Hidden Markov Models for Time Series: An Introduction Using R (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

3.8/5 ( ratings)

R für Bachelor- und Masterstudenten: Eine Einführung für Wirtschafts- und Sozialwissenschaftler (Springer-Lehrbuch) (German Edition)

3.8/5 ( ratings)

Hidden Markov Models for Time Series: An Introduction Using R, Second Edition (Chapman & Hall/CRC Monographs on Statistics and Applied Prob)

3.8/5 ( ratings)

Rate this book!

Write a review?

loader