Hidden Markov Models for Time Series: An Introduction Using R, 2nd Edition, by Walter Zucchini, Iain L. Macdonald, and Roland Langrock. Monographs on Statistics and Applied Probability 150, Published by CRC Press, 2016. Total number of pages: 28+370. ISBN: 978‐1‐4822‐5383‐2 (Hardback)
Zudi Lu · Journal of Time Series Analysis · 2017
Hidden Markov Models for Time Series: An Introduction Using R (second edition)is a new version of the authors' early book of the same title (Zucchini and MacDonald, 2009).Both of them updated the authors' earlier book Hidden Markov and Other Models for Discrete-valued Time Series (MacDonald and Zucchini, 1997).This 2 nd edition is an extended book of its first edition, aiming to illustrate the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data, with provision of a broad understanding of the models and their uses.