Hidden Markov models for time series : an introduction using R /: an introduction using R. ([2009])

• Record Type: Book
• Further Information: Note: Walter Zucchini, Iain L. MacDonald.
• Authors: Zucchini, W; MacDonald, Iain L
• Contents: Part One. Model structure, properties and methods. 1. Preliminaries: mixtures and Markov chains -- 2. Hidden Markov models: definition and properties -- 3. Estimation by direct maximization of the likelihood -- 4. Estimation by the EM algorithm -- 5. Forecasting, decoding and state prediction -- 6. Model selection and checking -- 7. Bayesian inference for Poisson-HMMs -- Part Two. Applications. 9. Epileptic seizures -- 10. Eruptions of the Old Faithful geyser -- 11. Drosophila speed and change of direction -- 12. Wind direction at Koeberg -- 13. Models for financial series -- 14. Births at Edendale Hospital -- 15. Homicides and suicides in Cape Town -- 16. Animal behaviour model with feedback -- A. Examples of R code -- B. Some proofs.
• Publisher Details: Boca Raton : CRC Press/Taylor & Francis Group
• Publication Date: 2009
• Copyright Date: 2009
• Extent: 1 online resource (xxii, 275 pages), illustrations
• Subjects: 519.5/5; Time-series analysis; Markov processes; R (Computer program language); MATHEMATICS -- Probability & Statistics -- Time Series; Markov processes; R (Computer program language); Time-series analysis; Tidsserieanalys; Markovprocesser; Electronic books
• Languages: English
• ISBNs: 9781420010893; 1420010891
• Related ISBNs: 9781584885733; 1584885734
• Notes: Note: Includes bibliographical references (pages 257-265) and indexes.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.