# Hidden Markov Models for Time Series: An Introduction Using R

**ISBN 13:**## 9781584885733

**ISBN 10:**## 1584885734

**Edition:**1st**Format:**Hardcover**Copyright:**04/28/2009**Publisher:**Chapman & Hall/

Note: Not guaranteed to come with supplemental materials (access cards, study guides, lab manuals, CDs, etc.)

Extend Your Rental at Any Time

Need to keep your rental past your due date? At any time before your due date you can extend or purchase your rental through your account.

Rental Options

List Price $99.95 Save

DUE 10/23/2017

QUARTER

$84.11

DUE 09/23/2017

SHORT TERM

$79.16

Free Shipping On Every Order

Usually Ships in 3-5 Business Days

### Summary

This book illustrates the wonderful flexibility of HMMs as general-purpose models for time series data. It presents an accessible overview of HMMs for analyzing time series data, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts, and categorical observations. It explores a variety of applications in animal behavior, finance, epidemiology, climatology, and sociology. The authors discuss how to employ the freely available computing environment R to carry out computations for parameter estimation, model selection and checking, decoding, and forecasting. They provide all of the data sets analyzed in the text online.