Hidden Markov Models for Time Series: An Introduction Using R
Walter Zucchini, Iain L. MacDonald · Thammasat University Digital Collections · 2009
Illustrates the flexibility of HMMs as general-purpose models for time series data. This work presents an overview of HMMs for analyzing time series data, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts and categorical observations.