2009新书Hidden Markov Models for Time Series: An Introduction Using R [推广有奖]

21楼

xiaoxiaofly(真实交易用户) 发表于 2010-1-4 00:58:24

谢谢分享！我的论坛币又少了，唉，没办法，谁让这是好书呢！

22楼

sunjc(未真实交易用户) 发表于 2010-1-29 17:21:03

真的好需要这本书，可惜钱不够啊，哪位好心，给一份吧，急啊
sunjc.73@163.com,谢了先

23楼

esum(真实交易用户) 发表于 2010-4-2 03:03:07

谢谢分享！但是其中关于R的应用太少了，只在附录部分有一部分代码。

24楼

trier2006(未真实交易用户) 发表于 2010-4-2 08:53:56

chenguanghua 发表于 2009-7-9 19:27
绝对是好书！
R代码附在在书的最后
Hidden Markov Models for Time Series: An Introduction Using R (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)
by: Walter Zucchini, Iain L. MacDonald

Hidden Markov Models for Time Series: An Introduction Using R (Monographs on Statistics and Applied Probability)
By Walter Zucchini, Iain L. MacDonald

Publisher: Chapman & Hall/CRC
Number Of Pages: 269
Publication Date: 2009-04-28
ISBN-10 / ASIN: 1584885734
ISBN-13 / EAN: 9781584885733

Product Description:

This book illustrates the wonderful flexibility of HMMs as general-purpose models for time series data. It presents an accessible 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. It explores a variety of applications in animal behavior, finance, epidemiology, climatology, and sociology. The authors discuss how to employ the freely available computing environment R to carry out computations for parameter estimation, model selection and checking, decoding, and forecasting. They provide all of the data sets analyzed in the text online.

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