Hidden Markov and Other Models for Discrete- valued Time Series by Iain L. MacDonald, Walter Zucchini

Hidden Markov and Other Models for Discrete- valued Time Series



Download Hidden Markov and Other Models for Discrete- valued Time Series




Hidden Markov and Other Models for Discrete- valued Time Series Iain L. MacDonald, Walter Zucchini
Language: English
Page: 256
Format: pdf
ISBN: 0412558505, 9780412558504
Publisher: Chapman & Hall

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.

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