Hidden Markov Models for Time Series: A Practical Introduction using R

Reveals How HMMs Can Be Used as General-Purpose Time Series Models

Implements all methods in R
Hidden Markov Models for Time Series: An Introduction Using R applies hidden Markov models (HMMs) to a wide range of time series types, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out computations for parameter estimation, mod...