| Description |
xxii, 275 pages : illustrations ; 24 cm |
| Series |
Monographs on statistics and applied probability ; 110 |
|
Monographs on statistics and applied probability (Series) ; 110
|
| Contents |
Pt. 1. Model structure, properties and methods -- 1. Preliminaries: mixtures and Markov chains -- 2. Hidden Markov models: definition and properties -- 3. Estimation by direct maximization of the likelihood -- 4. Estimation by the EM algorithm -- 5. Forecasting, decoding and state prediction -- 6. Model selection and checking -- 7. Bayesian inference for Poisson - HMMs -- Pt. 2. Applications -- 9. Epileptic seizures -- 10. Eruptions of the Old Faithful geyser -- 11. Drosophila speed and change of direction -- 12. Wind direction at Koeberg -- 13. Models for financial series -- 14. Births at Edendale Hospital -- 15. Homicides and suicides in Cape Town -- 16. Animal behaviour model with feedback -- A. Examples of R code -- B. Some proofs |
| Notes |
"A Chapman & Hall book." |
| Bibliography |
Includes bibliographical references (pages 257-265) and indexes |
| Subject |
Markov processes.
|
|
R (Computer program language)
|
|
Time-series analysis.
|
| Author |
MacDonald, Iain L.
|
| LC no. |
2009007294 |
| ISBN |
1584885734 (hbk.) |
|
9781584885733 (hbk.) |
|
