By Walter Zucchini, Iain L. MacDonald, Roland Langrock
Hidden Markov types for Time sequence: An advent utilizing R, moment version illustrates the good flexibility of hidden Markov versions (HMMs) as general-purpose types for time sequence facts. The e-book offers a wide knowing of the types and their uses.
After providing the fundamental version formula, the e-book covers estimation, forecasting, deciphering, prediction, version choice, and Bayesian inference for HMMs. via examples and purposes, the authors describe tips to expand and generalize the fundamental version in order that it may be utilized in a wealthy number of situations.
The publication demonstrates how HMMs could be utilized to quite a lot of kinds of time sequence: continuous-valued, round, multivariate, binary, bounded and unbounded counts, and express observations. It additionally discusses how you can hire the freely to be had computing surroundings R to hold out the computations.
New to the second one edition