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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 74,788 ratings · 9,531 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 is a writer and avid reader based in the Pacific Northwest. Before pursuing writing full-time, they spent over a decade working in education. When not working on their next book, Walter Zucchini can usually be found hiking with their dog or trying out new coffee shops in their neighborhood.

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Richard Diaz
Richard Diaz November 17, 2024
A very strong entry. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
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Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
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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 very distinguished novel.
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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.
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Donna Hernandez November 06, 2024
A decent, if standard, experience. Certain acts were fascinating, while others felt like a slight endeavor to complete. Perfectly average.
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Donald Scott July 15, 2025
Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
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Laura Brown November 30, 2025
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Masterpiece from start to finish. 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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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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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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Not entirely to my refined tastes. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. A fair 3 stars.
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A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
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Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
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Deborah Baker August 07, 2025
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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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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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Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
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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 very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
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I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
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Rebecca King December 24, 2024
Not entirely to my refined tastes. The prose was competent, yet the characters lacked the depth I usually seek. Suitable if your reading queue is empty.
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Donna Hernandez March 15, 2025
A decent, if standard, experience. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Perhaps more aligned with a different audience's tastes.
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A decent, if standard, experience. Certain acts were fascinating, while others felt like a slight endeavor to complete. Unlikely to reread, but a reasonable expenditure of time.
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Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
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I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. A solid 4 stars from me.
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Donald Martinez July 29, 2024
Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
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An acceptable diversion. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Unlikely to reread, but a reasonable expenditure of time.
Betty Brown
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Exceeded all my expectations. 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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Kevin White February 14, 2025
Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
Donald Scott
Donald Scott February 04, 2024
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.
Thomas Martinez
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Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
Donna Rodriguez
Donna Rodriguez May 22, 2024
Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
Robert Miller
Robert Miller June 15, 2024
A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
Brian Miller
Brian Miller April 28, 2025
Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
Margaret Brown
Margaret Brown April 29, 2025
Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. A wonderful companion for a quiet weekend.
Sharon Garcia
Sharon Garcia April 10, 2025
Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem.
Laura King
Laura King June 29, 2024
Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
Carol Taylor
Carol Taylor November 07, 2024
Took a moment to build, but the payoff was spectacular. The middle had a deliberate pace, but the climax was phenomenal. A solid 4 stars from me.
Elizabeth Roberts
Elizabeth Roberts June 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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Dorothy Gonzalez May 06, 2024
Not entirely to my refined tastes. The prose was competent, yet the characters lacked the depth I usually seek. Suitable if your reading queue is empty.
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Rebecca Baker April 03, 2024
I was completely blown away. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
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I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. A solid 4 stars from me.
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Robert Moore
Robert Moore November 18, 2024
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William Baker
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Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
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Jessica Edwards
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Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
Nancy Hernandez
Nancy Hernandez March 01, 2024
Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
Laura King
Laura King March 16, 2025
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.
John Harris
John Harris March 04, 2025
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Elizabeth Harris
Elizabeth Harris June 25, 2024
A highly sophisticated read. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall.
Nancy Flores
Nancy Flores October 14, 2024
Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
Eric Martin
Eric Martin September 22, 2025
Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
Linda Martin
Linda Martin October 04, 2025
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.
Richard Hill
Richard Hill December 13, 2025
I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
Eric Campbell
Eric Campbell October 10, 2024
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem.
Kevin Sanchez
Kevin Sanchez March 16, 2025
I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
Linda Mitchell
Linda Mitchell July 10, 2025
A profoundly satisfying read. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
Mary Baker
Mary Baker August 18, 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 solid 4 stars from me.
Donald Johnson
Donald Johnson June 03, 2025
A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
Patricia Rivera
Patricia Rivera March 05, 2025
Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
Gary Johnson
Gary Johnson April 10, 2025
Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
Linda Ramirez
Linda Ramirez August 18, 2025
Such a rich narrative. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
Elizabeth Anderson
Elizabeth Anderson May 21, 2024
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
Thomas Martinez
Thomas Martinez August 18, 2025
Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Gary Harris
Gary Harris June 14, 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.
Christopher Clark
Christopher Clark October 05, 2025
Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Elizabeth Martinez
Elizabeth Martinez April 08, 2024
Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author.
Eric Flores
Eric Flores August 10, 2025
Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Jennifer Hernandez
Jennifer Hernandez April 01, 2024
I thoroughly enjoyed the elegance of it. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
Rebecca King
Rebecca King February 26, 2024
A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers.
Melissa Scott
Melissa Scott May 07, 2024
I was completely blown away. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Nancy Flores
Nancy Flores September 13, 2024
A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. A very distinguished novel.
Laura Gomez
Laura Gomez December 15, 2024
Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
Elizabeth Martinez
Elizabeth Martinez November 29, 2025
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.
Kevin Sanchez
Kevin Sanchez April 04, 2024
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
Linda Martinez
Linda Martinez May 26, 2025
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Dorothy Rodriguez
Dorothy Rodriguez December 09, 2024
Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
Ryan Smith
Ryan Smith January 21, 2024
A highly sophisticated read. It held my rapt attention, even when certain twists were telegraphed. A solid 4 stars from me.
Joseph Garcia
Joseph Garcia January 08, 2024
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
William Cruz
William Cruz December 07, 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. Quite impressive overall.
Jacob Baker
Jacob Baker July 18, 2024
A highly sophisticated read. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall.
Cynthia Phillips
Cynthia Phillips November 03, 2024
I was completely blown away. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
Nicholas Walker
Nicholas Walker May 08, 2024
Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
Matthew  Davis
Matthew Davis October 26, 2024
Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre.
Laura King
Laura King November 09, 2025
I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
Melissa Hill
Melissa Hill May 08, 2024
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
Gary Gomez
Gary Gomez May 02, 2024
Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
John Harris
John Harris October 22, 2024
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
Elizabeth Harris
Elizabeth Harris February 14, 2024
A decent, if standard, experience. It verged on repetitive in the second act. A more concise edit would have served it well. Suitable if your reading queue is empty.
Paul Young
Paul Young September 28, 2024
Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
Betty Martinez
Betty Martinez June 08, 2025
Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall.
Nicholas Lewis
Nicholas Lewis May 10, 2024
Excellent, though slightly flawed. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
Matthew Jackson
Matthew Jackson June 08, 2025
It was adequate. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Unlikely to reread, but a reasonable expenditure of time.
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