Hidden Markov Models

hmm

Hidden Markov models (HMM) describe how an unobserved phenomenon changes over time; e.g. the behaviour of an animal (from telemetry data), or an animal's availability (from line transect data), or an animal's survival (from capture-recapture data).

In the mural, the yellow circles represent the observed data at time points t-1, t, t+1 and t+2, while the light and dark red circles represent the unobserved states at these time points. The white arrows indicate the dependencies between them.

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University of St Andrews