Hidden Markov and other models for discrete-valued time series
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 introduc...
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| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
London New York
Chapman & Hall
c1997
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| Series: | Monographs on statistics and applied probability (Series)
70 |
| Subjects: | |
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| 090 | |a QA 274.7 |b .M32 1997 | ||
| 100 | 1 | |a MacDonald, Iain L. | |
| 245 | 1 | 0 | |a Hidden Markov and other models for discrete-valued time series |c Iain L. MacDonald and Walter Zucchini |
| 260 | |a London |a New York |b Chapman & Hall |c c1997 | ||
| 300 | |a xvi, 236 p. |b ill. |c 22 cm | ||
| 490 | 1 | |a Monographs on statistics and applied probability |v 70 | |
| 504 | |a Includes bibliographical references and includes index | ||
| 505 | 0 | |a pt.1. Survey of models -- A survey of models for discrete-valued time series -- pt.2. Hidden Markov models -- The basic models -- Extensions and modifications -- Applications -- App.A. Proofs of results used in the derivation of the Baum-Welch algorithm -- App.B. Data | |
| 520 | |a 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. | ||
| 650 | 0 | |a Markov processes | |
| 650 | 0 | |a Time-series analysis | |
| 650 | 0 | |a Discrete-time systems | |
| 700 | 1 | |a Zucchini, W. | |
| 830 | 0 | |a Monographs on statistics and applied probability (Series) |v 70 | |
| 999 | |a vtls000016124 |c 16439 |d 16439 | ||