A time-dependent extension of the projected normal regression model for longitudinal circular data based on a hidden Markov heterogeneity structure

The modelling of animal movement is an important ecological and environmental issue. It is well-known that animals change their movement patterns over time, according to observable and unobservable factors. To trace the dynamics of behaviors, to identify factors influencing these dynamics and unobserved characteristics driving intra-subjects correlations, we introduce a time-dependent mixed effects projected normal regression model. A set of animal-specific parameters following a hidden Markov chain is introduced to deal with unobserved heterogeneity. For the maximum likelihood estimation of the model parameters, we outline an expectation–maximization algorithm. A large-scale simulation study provides evidence on model behavior. The data analysis approach based on the proposed model is finally illustrated by an application to a dataset, which derives from a population of Talitrus saltator from the beach of Castiglione della Pescaia (Italy).

[1]  Francesco Bartolucci,et al.  Analysis of longitudinal data via latent Markov model and its extensions , 2009 .

[2]  Richard A. Johnson,et al.  Some Angular-Linear Distributions and Related Regression Models , 1978 .

[3]  Ramon C. Littell,et al.  Projected multivariate linear models for directional data , 1998 .

[4]  F. Lagona Regression analysis of correlated circular data based on the multivariate von Mises distribution , 2016, Environmental and Ecological Statistics.

[5]  M. Hooten,et al.  Velocity-Based Movement Modeling for Individual and Population Level Inference , 2011, PloS one.

[6]  A. Munk,et al.  Hidden Markov models for circular and linear-circular time series , 2006, Environmental and Ecological Statistics.

[7]  Alan Lee,et al.  Circular data , 2010 .

[8]  C. Patlak,et al.  A mathematical contribution to the study of orientation of organisms , 1953 .

[9]  Alessio Farcomeni,et al.  Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures , 2015 .

[10]  E. Revilla,et al.  A movement ecology paradigm for unifying organismal movement research , 2008, Proceedings of the National Academy of Sciences.

[11]  Kurt Hornik,et al.  movMF: An R Package for Fitting Mixtures of von Mises-Fisher Distributions , 2014 .

[12]  B. Worton,et al.  Modelling larval movement data from individual bioassays , 2015, Biometrical journal. Biometrische Zeitschrift.

[13]  Marco Picone,et al.  A hidden Markov approach to the analysis of space–time environmental data with linear and circular components , 2015, Stochastic Environmental Research and Risk Assessment.

[14]  P C Molenaar,et al.  Confidence intervals for hidden Markov model parameters. , 2000, The British journal of mathematical and statistical psychology.

[15]  Florian Heiss Sequential numerical integration in nonlinear state space models for microeconometric panel data , 2008 .

[16]  A. Maruotti Mixed Hidden Markov Models for Longitudinal Data: An Overview , 2011 .

[17]  A. Gelfand,et al.  Modeling Space and Space-Time Directional Data Using Projected Gaussian Processes , 2014 .

[18]  Michael P. Wiper,et al.  Non-parametric copulas for circular–linear and circular–circular data: an application to wind directions , 2013, Stochastic Environmental Research and Risk Assessment.

[19]  A. Maruotti,et al.  Bayesian hidden Markov modelling using circular‐linear general projected normal distribution , 2014, 1408.4834.

[20]  Peter C. M. Molenaar,et al.  Fitting hidden Markov models to psychological data , 2002, Sci. Program..

[21]  Francesco Lagona,et al.  Latent time‐varying factors in longitudinal analysis: a linear mixed hidden Markov model for heart rates , 2014, Statistics in medicine.

[22]  Tsukasa Hokimoto,et al.  Effect of regime switching on behavior of albacore under the influence of phytoplankton concentration , 2014, Stochastic Environmental Research and Risk Assessment.

[23]  Silvia Pandolfi,et al.  A comparison of some criteria for states selection in the latent Markov model for longitudinal data , 2012, Adv. Data Anal. Classif..

[24]  S. R. Jammalamadaka,et al.  Topics in Circular Statistics , 2001 .

[25]  O. Ovaskainen,et al.  State-space models of individual animal movement. , 2008, Trends in ecology & evolution.

[26]  Brett T. McClintock,et al.  A general discrete‐time modeling framework for animal movement using multistate random walks , 2012 .

[27]  Roland Langrock,et al.  Modelling group dynamic animal movement , 2013, 1308.5850.

[28]  A. Gelfand,et al.  Directional data analysis under the general projected normal distribution. , 2013, Statistical methodology.

[29]  A. Maruotti,et al.  A Multivariate Hidden Markov Model for the Identification of Sea Regimes from Incomplete Skewed and Circular Time Series , 2012 .

[30]  Roland Langrock,et al.  Flexible and practical modeling of animal telemetry data: hidden Markov models and extensions. , 2012, Ecology.

[31]  L. Baum,et al.  A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains , 1970 .

[32]  Jeff Gill,et al.  Circular Data in Political Science and How to Handle It , 2010, Political Analysis.

[33]  Angela D'Elia A statistical model for orientation mechanism , 2001 .

[34]  Peter X.-K. Song,et al.  Correlated data analysis , 2013 .

[35]  Roland Langrock,et al.  Modeling the Diving Behavior of Whales: A Latent-Variable Approach with Feedback and Semi-Markovian Components , 2014 .

[36]  A. Maruotti,et al.  Environmental conditions in semi-enclosed basins: A dynamic latent class approach for mixed-type multivariate variables , 2015 .

[37]  Greg A Breed,et al.  Sex-specific, seasonal foraging tactics of adult grey seals (Halichoerus grypus) revealed by state-space analysis. , 2009, Ecology.

[38]  Roland Langrock,et al.  Using mixed hidden Markov models to examine behavioral states in a cooperatively breeding bird , 2015 .

[39]  M. Puterman,et al.  Maximum-penalized-likelihood estimation for independent and Markov-dependent mixture models. , 1992, Biometrics.

[40]  C. Patlak Random walk with persistence and external bias , 1953 .

[41]  A. Gelfand,et al.  Joint spatio-temporal analysis of a linear and a directional variable: space-time modeling of wave heights and wave directions in the Adriatic Sea , 2014 .

[42]  Eduardo Gutiérrez-Peña,et al.  A Bayesian model for longitudinal circular data based on the projected normal distribution , 2014, Comput. Stat. Data Anal..

[43]  A. Farcomeni,et al.  A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure , 2009 .

[44]  Alan J. Lee,et al.  Regression Models for an Angular Response , 1992 .

[45]  Antonello Maruotti,et al.  A mixed non‐homogeneous hidden Markov model for categorical data, with application to alcohol consumption , 2012, Statistics in medicine.

[46]  M A Schneiderman,et al.  Historical and methodological developments in clinical trials at the National Cancer Institute. , 1990, Statistics in medicine.