Hidden Markov and Other Models for Discrete- valued Time Series

Hidden Markov and Other Models for Discrete- valued Time Series
ISBN-10
0412558505
ISBN-13
9780412558504
Category
Mathematics
Pages
256
Language
English
Published
1997-01-01
Publisher
CRC Press
Authors
Iain L. MacDonald, Walter Zucchini

Description

Discrete-valued time series are common in practice, but methods for their analysis are not well-known. In recent years, methods have been developed which are specifically designed for the analysis of discrete-valued time series. Hidden Markov and Other Models for Discrete-Valued Time Series introduces a new, versatile, and computationally tractable class of models, the "hidden Markov" models. It presents a detailed account of these models, then applies them to data from a wide range of diverse subject areas, including medicine, climatology, and geophysics. This book will be invaluable to researchers and postgraduate and senior undergraduate students in statistics. Researchers and applied statisticians who analyze time series data in medicine, animal behavior, hydrology, and sociology will also find this information useful.

Similar books

  • Hidden Markov Models for Time Series: An Introduction Using R, Second Edition
    By Iain L. MacDonald, Walter Zucchini, Roland Langrock

    An Introduction Using R, Second Edition Walter Zucchini, Iain L. MacDonald, Roland Langrock ... Hierarchical Modeling and Analysis for Spatial Data Sudipto Banerjee, Bradley P. Carlin, and Alan E. Gelfand (2004) 102.

  • Hidden Markov Models for Time Series: An Introduction Using R, Second Edition
    By Iain L. MacDonald, Walter Zucchini, Roland Langrock

    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.

  • Hidden Markov Models for Time Series: An Introduction Using R
    By Iain L. MacDonald, Walter Zucchini

    ... other models', though undoubtedly of theoretical interest, have led to few published applications. This is in marked contrast to hidden Markov models, which are of course applicable to more than just discrete-valued time series. These ...

  • Handbook of Discrete-Valued Time Series
    By Richard A. Davis, Nalini Ravishanker, Scott H. Holan

    ... Other Models for Discrete–valued Time Series. Chapman & Hall, London, U.K. McCullagh, P. and Nelder, J. A. (1989). Generalized Linear Models 2nd edn. Chapman & Hall, London ... modeling framework 26 Handbook of Discrete-Valued Time Series.

  • An Introduction to Discrete-Valued Time Series
    By Christian H. Weiss

    This book seeks to rectify that state of affairs by providing a much needed introduction to discrete-valued time series, with particular focus on count-data time series. The main focus of this book is on modeling.

  • Statistical Inference for Discrete Time Stochastic Processes
    By M. B. Rajarshi

    30, 397–430 (2002) Nze, P.A., Doukhan, P.:Weak dependence: models and applications. In: Dehling, H., Mikosch, T., Sørensen, M. (eds.) Empirical Process Techniques for Dependent Data, pp. 117–136. Birkhäuser, Boston (2002) Radulovic, ...

  • Stochastic Processes: Modeling and Simulation
    By Calyampudi Radhakrishna Rao, D N Shanbhag

    In Selected Proceedings of the Sheffield Symposium on Applied Probability , pp . 118–126 ( Eds . I. V. Basawa and R. L. Taylor ) . IMS Lecture Notes Monograph Ser . , Vol . 18. Hayward , CA. Johnson , N. L. , S. Kotz and A. W. Kemp ...

  • Handbook of Statistics: Time Series Analysis: Methods and Applications

    Time Series: Theory and Methods, second ed. Springer, New York. ... Time Series: Applications to Finance with R, third ed. Wiley, New York. ... Introductory Time Series with R. Springer Science+Business Media, LLC, New York.

  • Time Series Analysis: Methods and Applications
    By Tata Subba Rao, Suhasini Subba Rao, C.R. Rao

    Time Series: Theory and Methods, second ed. Springer, New York. ... Time Series: Applications to Finance with R, third ed. Wiley, New York. ... Introductory Time Series with R. Springer Science+Business Media, LLC, New York.

  • Computational Intelligence in Economics and Finance
    By Paul P. Wang

    ... hidden markov models for temporal data mining. In: Temporal data mining workshop Proceedings of KDD-2001, San Franciso, California, USA 12.15 Lin, W. Q., Orgun, M.A., Williams, G ... Time-series similarity problem and 286 Weiqiang Lin et al.