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Hidden Markov Models for Time Series: An Introduction Using R (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

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Hidden Markov Models for Time Series: An Introduction Using R (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

4.85 87,649 ratings · 1,740 reviews
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Overview: Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data. The book provides a broad understanding of the models and their uses.After presenting the basic model formulation, the book covers estimation, forecasting, decoding, prediction, model selection, and Bayesian inference for HMMs. Through examples and applications, the authors describe how to extend and generalize the basic model so that it can be applied in a rich variety of situations.The book demonstrates how HMMs can be applied to a wide range of types of time series: continuous-valued, circular, multivariate, binary, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out the computations. Features Presents an accessible overview of HMMs Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology Includes numerous theoretical and programming exercises Provides most of the analysed data sets online New to the second edition A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process New case studies on animal movement, rainfall occurrence and capture-recapture data

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Walter Zucchini writes contemporary fiction and has always been fascinated by character-driven stories. They hold a degree in English Literature and previously worked as an editor before transitioning to writing their own books. Walter Zucchini lives with their spouse and a very vocal rescue cat.

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Joseph Garcia
Joseph Garcia May 18, 2024
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
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Kimberly Perez December 05, 2025
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
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Linda Gomez December 09, 2024
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
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Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
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Richard Williams June 11, 2024
Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
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Richard Williams February 19, 2024
Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
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Jennifer Torres November 26, 2024
Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
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Paul Moore May 16, 2025
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
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Jessica Brown April 20, 2025
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Sharon Garcia November 18, 2025
Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. A wonderful companion for a quiet weekend.
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Gary Reyes May 24, 2025
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
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Patricia Miller May 18, 2024
It was adequate. It verged on repetitive in the second act. A more concise edit would have served it well. A fair 3 stars.
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Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
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A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
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Emily Davis September 21, 2025
Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
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Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
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Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
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Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
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Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
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Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
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I was completely blown away. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
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A very strong entry. It held my rapt attention, even when certain twists were telegraphed. A wonderful companion for a quiet weekend.
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Not entirely to my refined tastes. Certain acts were fascinating, while others felt like a slight endeavor to complete. A fair 3 stars.
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Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
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Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
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A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
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I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. A solid 4 stars from me.
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A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem.
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A very strong entry. It held my rapt attention, even when certain twists were telegraphed. A very distinguished novel.
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I was completely blown away. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
Kenneth Thomas
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I thoroughly enjoyed the elegance of it. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
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A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
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Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
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Paul Wright January 20, 2024
I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. A true literary gem.
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Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
Joseph Hill
Joseph Hill May 05, 2025
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
Michael Flores
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Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
Rebecca Edwards
Rebecca Edwards December 17, 2025
A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
Betty Allen
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Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
Edward Hill
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An acceptable diversion. It verged on repetitive in the second act. A more concise edit would have served it well. Suitable if your reading queue is empty.
Kimberly Moore
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A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre.
James Anderson
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Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Sandra Gomez
Sandra Gomez December 08, 2025
Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
Michelle King
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Not entirely to my refined tastes. The prose was competent, yet the characters lacked the depth I usually seek. Unlikely to reread, but a reasonable expenditure of time.
Charles Flores
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A very strong entry. It held my rapt attention, even when certain twists were telegraphed. A very distinguished novel.
Andrew Brown
Andrew Brown April 19, 2024
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
George Lee
George Lee December 29, 2025
Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
Paul Lopez
Paul Lopez July 16, 2024
Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
Melissa Anderson
Melissa Anderson March 29, 2024
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Matthew Rivera
Matthew Rivera April 26, 2024
Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
Andrew Nguyen
Andrew Nguyen August 03, 2024
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
Kevin Walker
Kevin Walker July 09, 2025
A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
Brian Walker
Brian Walker June 13, 2024
A highly sophisticated read. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
Deborah Young
Deborah Young January 26, 2024
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
Anthony Jackson
Anthony Jackson July 29, 2024
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
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Linda Collins March 28, 2025
A profoundly satisfying read. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
Carol Harris
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Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
William Allen
William Allen November 02, 2024
Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
James Jones
James Jones April 23, 2025
Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Elizabeth Miller
Elizabeth Miller February 06, 2025
Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
David Torres
David Torres June 11, 2025
Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. I would highly recommend this to discerning readers.
Sarah Brown
Sarah Brown February 02, 2025
Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
George Lee
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Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Paul Miller
Paul Miller July 08, 2024
A very strong entry. The middle had a deliberate pace, but the climax was phenomenal. A solid 4 stars from me.
Brian Thompson
Brian Thompson April 05, 2025
Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem.
Joshua Taylor
Joshua Taylor August 24, 2024
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
Edward Wilson
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Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
Laura Rivera
Laura Rivera January 27, 2025
A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
Cynthia Diaz
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I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
Anthony Thompson
Anthony Thompson December 20, 2025
Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
Mary  Parker
Mary Parker April 15, 2024
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
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Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
David Williams
David Williams August 06, 2024
Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Matthew Green
Matthew Green November 05, 2024
Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
Carol Clark
Carol Clark September 10, 2025
I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre.
Donna Green
Donna Green February 24, 2024
Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
Matthew Green
Matthew Green April 15, 2024
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
Gary  Parker
Gary Parker August 22, 2024
It was adequate. Certain acts were fascinating, while others felt like a slight endeavor to complete. Unlikely to reread, but a reasonable expenditure of time.
Kimberly Cruz
Kimberly Cruz September 07, 2024
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Richard Carter
Richard Carter April 05, 2024
A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
Emily  Davis
Emily Davis March 23, 2025
Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. A solid 4 stars from me.
Kevin Thompson
Kevin Thompson April 17, 2024
Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
Charles Sanchez
Charles Sanchez February 12, 2024
An acceptable diversion. Certain acts were fascinating, while others felt like a slight endeavor to complete. A fair 3 stars.
Betty Ramirez
Betty Ramirez May 30, 2024
I was completely blown away. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
George Nelson
George Nelson March 27, 2025
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
Michael Turner
Michael Turner April 22, 2024
A profoundly satisfying read. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
John Robinson
John Robinson June 26, 2024
Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Gary Roberts
Gary Roberts May 09, 2024
Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
Laura White
Laura White October 27, 2024
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers.
William Adams
William Adams May 31, 2025
A profoundly satisfying read. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Jennifer Torres
Jennifer Torres December 17, 2024
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
Kenneth Wilson
Kenneth Wilson July 29, 2025
A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author.
Christopher Green
Christopher Green August 12, 2025
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
Michelle Clark
Michelle Clark March 05, 2025
Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre.
Joseph Scott
Joseph Scott December 04, 2025
A highly sophisticated read. A brilliant concept executed with flair. Just a few pacing choices I would change. I would highly recommend this to discerning readers.
Kenneth Thomas
Kenneth Thomas March 27, 2024
Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
Amanda Adams
Amanda Adams July 29, 2025
Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
David Sanchez
David Sanchez May 05, 2024
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
Carol Torres
Carol Torres December 14, 2024
A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
Paul Hill
Paul Hill October 30, 2025
A very strong entry. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend.
Jacob Lewis
Jacob Lewis September 29, 2025
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
Paul Ramirez
Paul Ramirez August 29, 2025
I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. A solid 4 stars from me.
John Harris
John Harris September 18, 2024
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
Laura Sanchez
Laura Sanchez May 25, 2025
A very strong entry. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers.
Lisa Turner
Lisa Turner October 05, 2025
A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
Joseph Carter
Joseph Carter January 04, 2024
Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
Rebecca Martinez
Rebecca Martinez November 10, 2025
Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem.
Richard Allen
Richard Allen October 13, 2024
A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
Margaret Thomas
Margaret Thomas May 23, 2024
Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author.
Deborah Lewis
Deborah Lewis November 22, 2024
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Rebecca Flores
Rebecca Flores July 29, 2024
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Michael White
Michael White May 06, 2024
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
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