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Hidden Markov Models for Time Series - 9781584885733

Un libro in lingua di Walter Zucchini Macdonald Iain L. edito da Taylor & Francis, 2009

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Zucchini (Georg-August-U., Germany) and MacDonald (U. of Cape Town, South Africa) produced a book 11 years ago on hidden Markov and other models for discrete-valued time series. Since then, they explain, other models have fallen by the way, and hidden Markov models have been applied more widely. So they have written a whole new book rather than trying to adapt the earlier one. They also seek to make the models more accessible by showing how the computing environment R can be used to carry out computations for estimating the parameter and selecting, checking, decoding, and forecasting models. The textbook, with exercises, is for applied statisticians, students of statistics, and researchers in fields where not all time series are amenable to analysis by standard models. They assume a knowledge of basic probability distributions such as the Poisson normal and binomial, and with the concepts of dependence, correlation, and likelihood. Annotation ©2009 Book News, Inc., Portland, OR (booknews.com)

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