Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpos

Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpos

Hidden Markov Models (HMMs) remains a vibrant area of research in statistics, with many new applications appearing since publication of the first edition.

Discrete-valued time series are common in practice, but methods for their analysis are not well-known. In recent years, methods have been developed which are sp

As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working