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Hidden Markov Models for Time Series: An Introduction Using R (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

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Hidden Markov Models for Time Series: An Introduction Using R (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

4.85 31,453 ratings · 6,910 reviews
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Overview: 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. Features Presents an accessible overview of HMMs Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology Includes numerous theoretical and programming exercises Provides most of the analysed data sets online New to the second edition A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process New case studies on animal movement, rainfall occurrence and capture-recapture data

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Walter Zucchini writes contemporary fiction and has always been fascinated by character-driven stories. They hold a degree in English Literature and previously worked as an editor before transitioning to writing their own books. Walter Zucchini lives with their spouse and a very vocal rescue cat.

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Ashley Williams
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Steven Torres
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Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
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Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
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Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
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Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
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Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
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Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author.
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A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
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Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
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A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
Donald Edwards
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Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
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A profoundly satisfying read. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
Carol Campbell
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Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Emily Evans
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Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author.
Kimberly Ramirez
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William Roberts
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A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
Melissa Diaz
Melissa Diaz August 24, 2025
A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem.
Deborah Allen
Deborah Allen February 19, 2025
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
Melissa Nguyen
Melissa Nguyen May 22, 2024
Excellent, though slightly flawed. The middle had a deliberate pace, but the climax was phenomenal. A very distinguished novel.
Daniel Rivera
Daniel Rivera December 04, 2024
Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
Ashley Martinez
Ashley Martinez July 09, 2025
A profoundly satisfying read. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
Donna Garcia
Donna Garcia December 18, 2024
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
Betty Lopez
Betty Lopez July 11, 2024
A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
Jennifer Allen
Jennifer Allen June 16, 2024
Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
Paul Reyes
Paul Reyes February 25, 2025
An acceptable diversion. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Perhaps more aligned with a different audience's tastes.
Melissa Jones
Melissa Jones January 26, 2025
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend.
William Ramirez
William Ramirez January 11, 2025
A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
Elizabeth Miller
Elizabeth Miller August 06, 2025
Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
Ryan Smith
Ryan Smith April 28, 2024
A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
Deborah Allen
Deborah Allen June 27, 2024
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
Laura Lee
Laura Lee January 19, 2025
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
Donna Moore
Donna Moore November 18, 2025
Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
Dorothy Roberts
Dorothy Roberts November 29, 2024
Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
Christopher Smith
Christopher Smith April 22, 2024
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers.
Nancy Green
Nancy Green August 14, 2025
It was adequate. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Suitable if your reading queue is empty.
Laura Gonzalez
Laura Gonzalez June 18, 2024
Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall.
Kevin  Davis
Kevin Davis May 10, 2025
A decent, if standard, experience. Certain acts were fascinating, while others felt like a slight endeavor to complete. Suitable if your reading queue is empty.
Barbara Turner
Barbara Turner January 17, 2025
A decent, if standard, experience. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Perhaps more aligned with a different audience's tastes.
John Hill
John Hill October 29, 2025
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
Jessica Roberts
Jessica Roberts January 14, 2025
I was completely blown away. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem.
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A decent, if standard, experience. The prose was competent, yet the characters lacked the depth I usually seek. Perhaps more aligned with a different audience's tastes.
Sandra Miller
Sandra Miller November 14, 2025
Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
Eric Edwards
Eric Edwards May 18, 2024
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem.
David Gomez
David Gomez April 02, 2025
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
Robert Carter
Robert Carter April 01, 2025
Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall.
Edward Brown
Edward Brown February 22, 2025
Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
Emily Evans
Emily Evans May 09, 2024
I was completely blown away. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
Mary Roberts
Mary Roberts January 05, 2025
Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
Mark Miller
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Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
Rebecca Young
Rebecca Young February 23, 2024
Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
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Jessica Roberts July 03, 2025
An acceptable diversion. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Perfectly average.
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