Hidden Markov and other models for discrete-valued time series
By: Iain L. MacDonald and Walter Zucchini.
Contributors: Zucchini, W.
Edition: 1st ed.
Series: Monographs on statistics and applied probability ;; 70
Publisher: Chapman & Hall
Published: 1997
Place of publication: London; New York
Language: eng
Number of pages: 236
Subjects: Markov processes; Time-series analysis; Discrete-time systems
Description: 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.
Notes: Includes bibliographical references (p. [217]-226) and indexes.