Hidden Markov Models for Time Series

Hidden Markov Models for Time Series

Author: Walter Zucchini

Publisher: CRC Press

Published: 2017-12-19

Total Pages: 370

ISBN-13: 1482253844

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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


Hidden Markov Models

Hidden Markov Models

Author: Robert J Elliott

Publisher: Springer Science & Business Media

Published: 2008-09-27

Total Pages: 374

ISBN-13: 0387848541

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As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filter are derived as special cases of the authors’ general results and new expressions for a Kalman smoother are given. The Chapters on the control of Hidden Markov Chains are expanded and clarified. The revised Chapter 4 includes state estimation for discrete time Markov processes and Chapter 12 has a new section on robust control.


Hidden Markov Models

Hidden Markov Models

Author: David R. Westhead

Publisher: Humana

Published: 2017-02-22

Total Pages: 0

ISBN-13: 9781493967513

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This volume aims to provide a new perspective on the broader usage of Hidden Markov Models (HMMs) in biology. Hidden Markov Models: Methods and Protocols guides readers through chapters on biological systems; ranging from single biomolecule, cellular level, and to organism level and the use of HMMs in unravelling the complex mechanisms that govern these complex systems. Written in the highly successful Methods in Molecular Biology series format, chapters include introductions to their respective topics, lists of the necessary materials and reagents, step-by-step, readily reproducible laboratory protocols, and tips on troubleshooting and avoiding known pitfalls. Authoritative and practical, Hidden Markov Models: Methods and Protocols aims to demonstrate the impact of HMM in biology and inspire new research.


Hidden Markov Models in Finance

Hidden Markov Models in Finance

Author: Rogemar S. Mamon

Publisher: Springer Science & Business Media

Published: 2007-04-26

Total Pages: 203

ISBN-13: 0387711635

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A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility, emotion, chaotic events – the random "noise" of financial markets – to analyze core components.


Inference in Hidden Markov Models

Inference in Hidden Markov Models

Author: Olivier Cappé

Publisher: Springer Science & Business Media

Published: 2006-04-12

Total Pages: 656

ISBN-13: 0387289828

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This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.


Thoughtful Machine Learning with Python

Thoughtful Machine Learning with Python

Author: Matthew Kirk

Publisher: "O'Reilly Media, Inc."

Published: 2017-01-16

Total Pages: 220

ISBN-13: 1491924101

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Gain the confidence you need to apply machine learning in your daily work. With this practical guide, author Matthew Kirk shows you how to integrate and test machine learning algorithms in your code, without the academic subtext. Featuring graphs and highlighted code examples throughout, the book features tests with Python’s Numpy, Pandas, Scikit-Learn, and SciPy data science libraries. If you’re a software engineer or business analyst interested in data science, this book will help you: Reference real-world examples to test each algorithm through engaging, hands-on exercises Apply test-driven development (TDD) to write and run tests before you start coding Explore techniques for improving your machine-learning models with data extraction and feature development Watch out for the risks of machine learning, such as underfitting or overfitting data Work with K-Nearest Neighbors, neural networks, clustering, and other algorithms


Efficient Learning Machines

Efficient Learning Machines

Author: Mariette Awad

Publisher: Apress

Published: 2015-04-27

Total Pages: 263

ISBN-13: 1430259906

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Machine learning techniques provide cost-effective alternatives to traditional methods for extracting underlying relationships between information and data and for predicting future events by processing existing information to train models. Efficient Learning Machines explores the major topics of machine learning, including knowledge discovery, classifications, genetic algorithms, neural networking, kernel methods, and biologically-inspired techniques. Mariette Awad and Rahul Khanna’s synthetic approach weaves together the theoretical exposition, design principles, and practical applications of efficient machine learning. Their experiential emphasis, expressed in their close analysis of sample algorithms throughout the book, aims to equip engineers, students of engineering, and system designers to design and create new and more efficient machine learning systems. Readers of Efficient Learning Machines will learn how to recognize and analyze the problems that machine learning technology can solve for them, how to implement and deploy standard solutions to sample problems, and how to design new systems and solutions. Advances in computing performance, storage, memory, unstructured information retrieval, and cloud computing have coevolved with a new generation of machine learning paradigms and big data analytics, which the authors present in the conceptual context of their traditional precursors. Awad and Khanna explore current developments in the deep learning techniques of deep neural networks, hierarchical temporal memory, and cortical algorithms. Nature suggests sophisticated learning techniques that deploy simple rules to generate highly intelligent and organized behaviors with adaptive, evolutionary, and distributed properties. The authors examine the most popular biologically-inspired algorithms, together with a sample application to distributed datacenter management. They also discuss machine learning techniques for addressing problems of multi-objective optimization in which solutions in real-world systems are constrained and evaluated based on how well they perform with respect to multiple objectives in aggregate. Two chapters on support vector machines and their extensions focus on recent improvements to the classification and regression techniques at the core of machine learning.


The Application of Hidden Markov Models in Speech Recognition

The Application of Hidden Markov Models in Speech Recognition

Author: Mark Gales

Publisher: Now Publishers Inc

Published: 2008

Total Pages: 125

ISBN-13: 1601981201

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The Application of Hidden Markov Models in Speech Recognition presents the core architecture of a HMM-based LVCSR system and proceeds to describe the various refinements which are needed to achieve state-of-the-art performance.