Walter Zucchini - Böcker

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.FeaturesPresents an accessible overview of HMMsExplores a variety of applications in ecology, finance, epidemiology, climatology, and sociologyIncludes numerous theoretical and programming exercisesProvides most of the analysed data sets online New to the second editionA total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state processNew case studies on animal movement, rainfall occurrence and capture-recapture data

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.FeaturesPresents an accessible overview of HMMsExplores a variety of applications in ecology, finance, epidemiology, climatology, and sociologyIncludes numerous theoretical and programming exercisesProvides most of the analysed data sets online New to the second editionA total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state processNew case studies on animal movement, rainfall occurrence and capture-recapture data

Open population methods are in many ways simply extensions of closed population methods, and we have tried to pro­ vide the reader with a foundation on which understanding of both closed and open population methods can develop.

This is the first book to provide an accessible comprehensive introduction to wildlife population assessment methods. It uses a new approach that makes the full range of methods accessible in a way that has not previously been possible. Traditionally, newcomers to the field have had to face the daunting prospect of grasping new concepts for almost every one of the many methods. In contrast, this book uses a single conceptual (and statistical) framework for all the methods. This makes understanding the apparently different methods easier because each can be seen to be a special case of the general framework. The approach provides a natural bridge between simple methods and recently developed methods. It also links closed population methods quite naturally with open population methods. The book is accompanied by free software on the web, in the form of an R library, allowing readers to get some "hands-on" experience with the methods and how they perform in different contexts - without the considerable effort and expense required to do this in the real world.It also provides a tool for teaching the methods, including a means for teachers to generate examples and exercises customised to the needs of their students. As the first truly up-to-date and introductory text in the field, this book should become a standard reference for students and professionals in the fields of statistics, biology and ecology.

Dieses Buch ist speziell auf die Bedürfnisse von Anfängern im Fach Statistik zugeschnitten. Das Buch enthält viele, meist einfache Beispiele aus der Praxis, die das Interesse der Leser wecken und die Anwendung der Methoden illustrieren sollen.