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Cover: 9781032179490 | Hidden Markov Models for Time Series | Walter Zucchini (u. a.) | Buch
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Hidden Markov Models for Time Series
An Introduction Using R, Second Edition
Taschenbuch von Walter Zucchini (u. a.)
Sprache: Englisch

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Beschreibung
Hidden Markov Models (HMMs) remains a vibrant area of research in statistics, with many new applications appearing since publication of the first edition.
Hidden Markov Models (HMMs) remains a vibrant area of research in statistics, with many new applications appearing since publication of the first edition.
Über den Autor

Walter Zucchini, Iain K. MacDonald, Roland Langrock

Inhaltsverzeichnis
Model structure, properties and methods, Preliminaries: mixtures and Markov chains, Hidden Markov models: definition and properties, Direct maximization of the likelihood, Estimation by the EM algorithm, Forecasting, decoding and state prediction, Model selection and checking, Bayesian inference for Poisson-HMMs, R packages, Extensions, Covariates and other extra dependencies, Continuous-valued state processes, Hidden semi-Markov models as HMMs, HMMs for longitudinal data, Applications , Epileptic seizures, Daily rainfall occurrence, Eruptions of the Old Faithful geyser, HMMs for animal movement, Wind direction at Koeberg, Models for financial series, Births at Edendale Hospital, Homicides and suicides in Cape Town, Animal behaviour model with feedback, Survival rates of Soay sheep, Examples of R code, The functions, Examples of code using the above functions, Some proofs Factorization needed for forward probabilities, Two results for backward probabilities, Conditional independence of Xt1 and XTt+1, References
Details
Erscheinungsjahr: 2021
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: Einband - flex.(Paperback)
ISBN-13: 9781032179490
ISBN-10: 103217949X
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Zucchini, Walter
MacDonald, Iain L.
Langrock, Roland
Auflage: 2. Auflage
Hersteller: Chapman and Hall/CRC
Verantwortliche Person für die EU: Produktsicherheitsverantwortliche/r, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 234 x 156 x 21 mm
Von/Mit: Walter Zucchini (u. a.)
Erscheinungsdatum: 30.09.2021
Gewicht: 0,605 kg
Artikel-ID: 120545468
Über den Autor

Walter Zucchini, Iain K. MacDonald, Roland Langrock

Inhaltsverzeichnis
Model structure, properties and methods, Preliminaries: mixtures and Markov chains, Hidden Markov models: definition and properties, Direct maximization of the likelihood, Estimation by the EM algorithm, Forecasting, decoding and state prediction, Model selection and checking, Bayesian inference for Poisson-HMMs, R packages, Extensions, Covariates and other extra dependencies, Continuous-valued state processes, Hidden semi-Markov models as HMMs, HMMs for longitudinal data, Applications , Epileptic seizures, Daily rainfall occurrence, Eruptions of the Old Faithful geyser, HMMs for animal movement, Wind direction at Koeberg, Models for financial series, Births at Edendale Hospital, Homicides and suicides in Cape Town, Animal behaviour model with feedback, Survival rates of Soay sheep, Examples of R code, The functions, Examples of code using the above functions, Some proofs Factorization needed for forward probabilities, Two results for backward probabilities, Conditional independence of Xt1 and XTt+1, References
Details
Erscheinungsjahr: 2021
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: Einband - flex.(Paperback)
ISBN-13: 9781032179490
ISBN-10: 103217949X
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Zucchini, Walter
MacDonald, Iain L.
Langrock, Roland
Auflage: 2. Auflage
Hersteller: Chapman and Hall/CRC
Verantwortliche Person für die EU: Produktsicherheitsverantwortliche/r, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 234 x 156 x 21 mm
Von/Mit: Walter Zucchini (u. a.)
Erscheinungsdatum: 30.09.2021
Gewicht: 0,605 kg
Artikel-ID: 120545468
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