Hidden Markov Models for Time Series
From MaRDI portal
Publication:5890752
DOI10.1201/b20790zbMath1362.62005OpenAlexW4256357823MaRDI QIDQ5890752
Roland Langrock, Walter Zucchini, Iain L. MacDonald
Publication date: 16 June 2016
Full work available at URL: https://doi.org/10.1201/b20790
predictionEM algorithmmodel selectiontime seriesdecodinghidden Markov modelsBayesian inferencesoftware R
Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Numerical analysis or methods applied to Markov chains (65C40)
Related Items
Models for count data, Statistical modelling of individual animal movement: an overview of key methods and a discussion of practical challenges, Hidden semi-Markov-switching quantile regression for time series, Mining sequences with exceptional transition behaviour of varying order using quality measures based on information-theoretic scoring functions, A coarse-grained Markov chain is a hidden Markov model, Flexible estimation of the state dwell-time distribution in hidden semi-Markov models, Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one, Importance Sampling with the Integrated Nested Laplace Approximation, A data-driven, variable-speed model for the train timetable rescheduling problem, Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach, Absorbing Markov chains for analyzing COVID-19 infections, Multistate capture-recapture models for irregularly sampled data, Blood and breath alcohol concentration from transdermal alcohol biosensor data: estimation and uncertainty quantification via forward and inverse filtering for a covariate-dependent, physics-informed, hidden Markov model*, Hidden Markov and semi-Markov models when and why are these models useful for classifying states in time series data?, Estimation and testing of nonparametric hidden Markov model with application in stock market, Dealing with reciprocity in dynamic stochastic block models, On multinomial hidden Markov model for hierarchical manpower systems, On Edgeworth models for count time series, Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models, Quantile hidden semi-Markov models for multivariate time series, Recent advances in directional statistics, Multi-scale modeling of animal movement and general behavior data using hidden Markov models with hierarchical structures, Incorporating telemetry error into hidden Markov models of animal movement using multiple imputation, Selecting the number of states in hidden Markov models: pragmatic solutions illustrated using animal movement, Computational efficiency and precision for replicated-count and batch-marked hidden population models, A gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder, Flexible modelling of diel and other periodic variation in hidden Markov models, A latent capture history model for digital aerial surveys, Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies, Spline‐based nonparametric inference in general state‐switching models, HMM with emission process resulting from a special combination of independent Markovian emissions, A copula-based multivariate hidden Markov model for modelling momentum in football, Continuous-time state-space modelling of the hot hand in basketball, Bettors' reaction to match dynamics: evidence from in-game betting, Bayesian approximations to hidden semi-Markov models for telemetric monitoring of physical activity, Regime switching models for circular and linear time series, Football tracking data: a copula-based hidden Markov model for classification of tactics in football, Statistical inference for the nonparametric and semiparametric hidden Markov model via the composite likelihood approach, Tempered expectation-maximization algorithm for the estimation of discrete latent variable models, Computational issues in parameter estimation for hidden Markov models with template model builder, A Bayesian Markov model with Pólya-gamma sampling for estimating individual behavior transition probabilities from accelerometer classifications, A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models, Hidden Markov models for multivariate functional data, Segmentation of mortality surfaces by hidden Markov models, Inferential aspects of the zero-inflated Poisson INAR(1) process, Unnamed Item, The conditionally autoregressive hidden Markov model (CarHMM): inferring behavioural states from animal tracking data exhibiting conditional autocorrelation, Assessing the influence of marketing activities on customer behaviors: a dynamic clustering approach, Guest editor's introduction to the special issue on ``Hidden Markov models: theory and applications, Parameter redundancy and identifiability in hidden Markov models, Mixture of multivariate \(t\) nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values, Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models, Hidden three-state survival model for bivariate longitudinal count data, Parsimonious Hidden Markov Models for Matrix-Variate Longitudinal Data, On estimation for Brownian motion governed by telegraph process with multiple off states, Estimating abundance from multiple sampling capture-recapture data via a multi-state multi-period stopover model, Penalized estimation of flexible hidden Markov models for time series of counts, Operator inference of non-Markovian terms for learning reduced models from partially observed state trajectories, Intervention analysis for low-count time series with applications in public health, A primer on coupled state-switching models for multiple interacting time series, Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions, Is EM really necessary here? Examples where it seems simpler not to use EM, Recursive estimation of multivariate hidden Markov model parameters, A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error, Incorporating Animal Movement Into Distance Sampling, Signal processing, Dichotomous unimodal compound models: application to the distribution of insurance losses, Modelling the reproductive power function, A Time-Series Model for Underdispersed or Overdispersed Counts
Uses Software
