Hidden Markov Models for Time Series - Zucchini Walter
Hidden Markov Models for Time Series - Zucchini Walter Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs)…
Specifikacia Hidden Markov Models for Time Series - Zucchini Walter
Hidden Markov Models for Time Series - Zucchini Walter
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. 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. 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.
It also discusses how to employ the freely available computing environment R to carry out the
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