Hidden Markov Models for Time Series

Authors:
  • WZWalter Zucchini
    Walter Zucchini
  • IMIain L. MacDonald
    Iain L. MacDonald

Abstract
Reveals How HMMs Can Be Used as General-Purpose Time Series ModelsImplements all methods in RHidden Markov Models for Time Series: An Introduction Using R applies hidden Markov models (HMMs) to a wide range of time series types, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts, and categorical o