Hidden Markov Models For Time Series

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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

Hidden Markov Models For Time Series

DOWNLOAD
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

Inference In Hidden Markov Models

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Author : Olivier Cappé
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-08-04

Inference In Hidden Markov Models written by Olivier Cappé 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 2005-08-04 with Business & Economics categories.

This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.

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 Applications In Computer Vision

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Author : Horst Bunke
language : en
Publisher: World Scientific
Release Date : 2001-06-04

Hidden Markov Models Applications In Computer Vision written by Horst Bunke and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-06-04 with Computers categories.

Hidden Markov models (HMMs) originally emerged in the domain of speech recognition. In recent years, they have attracted growing interest in the area of computer vision as well. This book is a collection of articles on new developments in the theory of HMMs and their application in computer vision. It addresses topics such as handwriting recognition, shape recognition, face and gesture recognition, tracking, and image database retrieval.This book is also published as a special issue of the International Journal of Pattern Recognition and Artificial Intelligence (February 2001).

Hidden Markov Models

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Author : Robert J Elliott
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-27

Hidden Markov Models written by Robert J Elliott 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 2008-09-27 with Science categories.

As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filter are derived as special cases of the authors’ general results and new expressions for a Kalman smoother are given. The Chapters on the control of Hidden Markov Chains are expanded and clarified. The revised Chapter 4 includes state estimation for discrete time Markov processes and Chapter 12 has a new section on robust control.

Statistical Methods And Modeling Of Seismogenesis

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Author : Nikolaos Limnios
language : en
Publisher: John Wiley & Sons
Release Date : 2021-05-25

Statistical Methods And Modeling Of Seismogenesis written by Nikolaos Limnios 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 2021-05-25 with Social Science categories.

The study of earthquakes is a multidisciplinary field, an amalgam of geodynamics, mathematics, engineering and more. The overriding commonality between them all is the presence of natural randomness. Stochastic studies (probability, stochastic processes and statistics) can be of different types, for example, the black box approach (one state), the white box approach (multi-state), the simulation of different aspects, and so on. This book has the advantage of bringing together a group of international authors, known for their earthquake-specific approaches, to cover a wide array of these myriad aspects. A variety of topics are presented, including statistical nonparametric and parametric methods, a multi-state system approach, earthquake simulators, post-seismic activity models, time series Markov models with regression, scaling properties and multifractal approaches, selfcorrecting models, the linked stress release model, Markovian arrival models, Poisson-based detection techniques, change point detection techniques on seismicity models, and, finally, semi-Markov models for earthquake forecasting.

Hidden Markov Models In Finance

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Author : Rogemar S. Mamon
language : en
Publisher: Springer
Release Date : 2010-11-25

Hidden Markov Models In Finance written by Rogemar S. Mamon and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-25 with Business & Economics categories.

A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility, emotion, chaotic events – the random "noise" of financial markets – to analyze core components.

Advances In Data Analysis Data Handling And Business Intelligence

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Author : Andreas Fink
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-10-14

Advances In Data Analysis Data Handling And Business Intelligence written by Andreas Fink 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 2009-10-14 with Computers categories.

Data Analysis, Data Handling and Business Intelligence are research areas at the intersection of computer science, artificial intelligence, mathematics, and statistics. They cover general methods and techniques that can be applied to a vast set of applications such as in marketing, finance, economics, engineering, linguistics, archaeology, musicology, medical science, and biology. This volume contains the revised versions of selected papers presented during the 32nd Annual Conference of the German Classification Society (Gesellschaft für Klassifikation, GfKl). The conference, which was organized in cooperation with the British Classification Society (BCS) and the Dutch/Flemish Classification Society (VOC), was hosted by Helmut-Schmidt-University, Hamburg, Germany, in July 2008.