Hidden Markov Models for Time Series: An Introduction Using R 论文

2009引用 716

Bayesian Methods and Mixture ModelsFinancial Risk and Volatility ModelingTime Series Analysis and Forecasting

Bayesian Methods and Mixture Models Time Series Analysis and Forecasting Financial Risk and Volatility Modeling

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Illustrates the flexibility of HMMs as general-purpose models for time series data. This work presents an overview of HMMs for analyzing time series data, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts and categorical observations.

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Iain L. MacDonald

Walter Zucchini

Hidden Markov Models for Time Series: An Introduction Using R 论文

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