Hidden Markov models for time series : an introduction using R / Walter Zucchini, Iain L. MacDonald, Roland Langrock.

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 formul...

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Bibliographic Details

Online Access:	Full Text (via Taylor & Francis)
Main Authors:	Zucchini, W. (Author), MacDonald, Iain L. (Author), Langrock, Roland, 1983- (Author)
Format:	eBook
Language:	English
Published:	Boca Raton, FL : CRC Press, [2016]
Edition:	Second edition.
Series:	Monographs on statistics and applied probability (Series) ; 150.
Subjects:	Time-series analysis. Markov processes. R (Computer program language)