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Hidden Markov Models for Time Series: An Introduction Using R, Second Edition
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Item specifics
- Condition
- EAN
- 9781482253832
- UPC
- 9781482253832
- ISBN
- 9781482253832
- MPN
- N/A
- Item Length
- 23.9 cm
- Publication Name
- Hidden Markov Models for Time Series: an Introduction Using R, Second Edition
- Publisher
- Apple Academic Press Inc.
- Subject
- Mathematics
- Publication Year
- 2016
- Series
- Chapman & Hall/Crc Monographs on Statistics and Applied Probability
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 234 mm
- Item Weight
- 703 g
- Item Width
- 156 mm
- Number of Pages
- 370 Pages
About this product
Product Information
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 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
Product Identifiers
Publisher
Apple Academic Press Inc.
ISBN-13
9781482253832
eBay Product ID (ePID)
223079000
Product Key Features
Number of Pages
370 Pages
Publication Name
Hidden Markov Models for Time Series: an Introduction Using R, Second Edition
Language
English
Subject
Mathematics
Publication Year
2016
Type
Textbook
Series
Chapman & Hall/Crc Monographs on Statistics and Applied Probability
Format
Hardcover
Dimensions
Item Height
234 mm
Item Weight
703 g
Item Width
156 mm
Additional Product Features
Country/Region of Manufacture
Canada
Item description from the seller
Seller business information
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