Hidden Markov And Other Models For Discrete Valued Time Series
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Hidden Markov And Other Models For Discrete Valued Time Series
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Author : Iain L. MacDonald
language : en
Publisher: CRC Press
Release Date : 1997-01-01
Hidden Markov And Other Models For Discrete Valued Time Series written by Iain L. MacDonald and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-01-01 with Mathematics categories.
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.
Hidden Markov Models For Time Series
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Author : Walter Zucchini
language : en
Publisher: CRC Press
Release Date : 2009-04-28
Hidden Markov Models For Time Series written by Walter Zucchini and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-28 with Mathematics categories.
Reveals How HMMs Can Be Used as General-Purpose Time Series Models Implements all methods in R Hidden Markov Models for Time Series: An Introduction Using R applies hidden Markov models (HMMs) to a wide range of time series types, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out computations for parameter estimation, model selection and checking, decoding, and forecasting. Illustrates the methodology in action After presenting the simple Poisson HMM, the book covers estimation, forecasting, decoding, prediction, model selection, and Bayesian inference. Through examples and applications, the authors describe how to extend and generalize the basic model so it can be applied in a rich variety of situations. They also provide R code for some of the examples, enabling the use of the codes in similar applications. Effectively interpret data using HMMs This book illustrates the wonderful flexibility of HMMs as general-purpose models for time series data. It provides a broad understanding of the models and their uses.
Hidden Markov Models For Time Series
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Author : Walter Zucchini
language : en
Publisher: CRC Press
Release Date : 2017-12-19
Hidden Markov Models For Time Series written by Walter Zucchini and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-12-19 with Mathematics categories.
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
An Introduction To Discrete Valued Time Series
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Author : Christian H. Weiss
language : en
Publisher: John Wiley & Sons
Release Date : 2018-02-05
An Introduction To Discrete Valued Time Series written by Christian H. Weiss and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-05 with Mathematics categories.
A much-needed introduction to the field of discrete-valued time series, with a focus on count-data time series Time series analysis is an essential tool in a wide array of fields, including business, economics, computer science, epidemiology, finance, manufacturing and meteorology, to name just a few. Despite growing interest in discrete-valued time series—especially those arising from counting specific objects or events at specified times—most books on time series give short shrift to that increasingly important subject area. 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. Throughout numerous examples are provided illustrating models currently used in discrete-valued time series applications. Statistical process control, including various control charts (such as cumulative sum control charts), and performance evaluation are treated at length. Classic approaches like ARMA models and the Box-Jenkins program are also featured with the basics of these approaches summarized in an Appendix. In addition, data examples, with all relevant R code, are available on a companion website. Provides a balanced presentation of theory and practice, exploring both categorical and integer-valued series Covers common models for time series of counts as well as for categorical time series, and works out their most important stochastic properties Addresses statistical approaches for analyzing discrete-valued time series and illustrates their implementation with numerous data examples Covers classical approaches such as ARMA models, Box-Jenkins program and how to generate functions Includes dataset examples with all necessary R code provided on a companion website An Introduction to Discrete-Valued Time Series is a valuable working resource for researchers and practitioners in a broad range of fields, including statistics, data science, machine learning, and engineering. It will also be of interest to postgraduate students in statistics, mathematics and economics.
Hidden Markov Models For Bioinformatics
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Author : T. Koski
language : en
Publisher: Springer Science & Business Media
Release Date : 2001-11-30
Hidden Markov Models For Bioinformatics written by T. Koski and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-11-30 with Mathematics categories.
The purpose of this book is to give a thorough and systematic introduction to probabilistic modeling in bioinformatics. The book contains a mathematically strict and extensive presentation of the kind of probabilistic models that have turned out to be useful in genome analysis. Questions of parametric inference, selection between model families, and various architectures are treated. Several examples are given of known architectures (e.g., profile HMM) used in genome analysis. Audience: This book will be of interest to advanced undergraduate and graduate students with a fairly limited background in probability theory, but otherwise well trained in mathematics and already familiar with at least some of the techniques of algorithmic sequence analysis.
Computer Security And Cryptography
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Author : Alan G. Konheim
language : en
Publisher: John Wiley & Sons
Release Date : 2007-03-07
Computer Security And Cryptography written by Alan G. Konheim and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-03-07 with Computers categories.
Gain the skills and knowledge needed to create effective data security systems This book updates readers with all the tools, techniques, and concepts needed to understand and implement data security systems. It presents a wide range of topics for a thorough understanding of the factors that affect the efficiency of secrecy, authentication, and digital signature schema. Most importantly, readers gain hands-on experience in cryptanalysis and learn how to create effective cryptographic systems. The author contributed to the design and analysis of the Data Encryption Standard (DES), a widely used symmetric-key encryption algorithm. His recommendations are based on firsthand experience of what does and does not work. Thorough in its coverage, the book starts with a discussion of the history of cryptography, including a description of the basic encryption systems and many of the cipher systems used in the twentieth century. The author then discusses the theory of symmetric- and public-key cryptography. Readers not only discover what cryptography can do to protect sensitive data, but also learn the practical limitations of the technology. The book ends with two chapters that explore a wide range of cryptography applications. Three basic types of chapters are featured to facilitate learning: Chapters that develop technical skills Chapters that describe a cryptosystem and present a method of analysis Chapters that describe a cryptosystem, present a method of analysis, and provide problems to test your grasp of the material and your ability to implement practical solutions With consumers becoming increasingly wary of identity theft and companies struggling to develop safe, secure systems, this book is essential reading for professionals in e-commerce and information technology. Written by a professor who teaches cryptography, it is also ideal for students.
Perfect Simulation
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Author : Mark L. Huber
language : en
Publisher: CRC Press
Release Date : 2016-01-20
Perfect Simulation written by Mark L. Huber and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-20 with Mathematics categories.
Exact sampling, specifically coupling from the past (CFTP), allows users to sample exactly from the stationary distribution of a Markov chain. During its nearly 20 years of existence, exact sampling has evolved into perfect simulation, which enables high-dimensional simulation from interacting distributions.Perfect Simulation illustrates the applic
Statistical Methods For Spatio Temporal Systems
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Author : Barbel Finkenstadt
language : en
Publisher: CRC Press
Release Date : 2006-10-20
Statistical Methods For Spatio Temporal Systems written by Barbel Finkenstadt and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-10-20 with Mathematics categories.
Statistical Methods for Spatio-Temporal Systems presents current statistical research issues on spatio-temporal data modeling and will promote advances in research and a greater understanding between the mechanistic and the statistical modeling communities. Contributed by leading researchers in the field, each self-contained chapter starts w
Information Security
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Author : Jianying Zhou
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-09-12
Information Security written by Jianying Zhou and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-09-12 with Business & Economics categories.
This book constitutes the refereed proceedings of the 8th International Information Security Conference, ISC 2005, held in Singapore in September 2005. The 33 revised full papers presented together with 5 student papers were carefully reviewed and selected from 271 submissions. The papers are organized in topical sections on network security, trust and privacy, key management and protocols, public key encryption and signature, signcryption, crypto algorithm and analysis, cryptography, applications, software security, authorization, and access control.
Statistics For Finance
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Author : Erik Lindström
language : en
Publisher: CRC Press
Release Date : 2018-09-03
Statistics For Finance written by Erik Lindström and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-03 with Business & Economics categories.
Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, Itō’s formula, the Black–Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more. This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues. In addition, end-of-chapter exercises develop students’ financial reasoning skills.