Search

Hidden Markov models (HMMs) are a versatile statistical framework commonly used in ecology to characterize behavioural patterns from animal movement data. In HMMs, the observed data depend on a finite number of underlying hidden states, generally interpreted as the animal's unobserved behaviour. The number of states is a crucial parameter, controlling the trade-off between ecological interpretability of behaviours (fewer states) and the goodness of fit of the model (more states). Selecting the number of states, commonly referred to as order selection, is notoriously challenging. Common model selection metrics, such as AIC and BIC, often perform poorly in determining the number of states, particularly when models are misspecified. Building on existing methods for HMMs and mixture models, we propose a double penalized likelihood maximum estimate (DPMLE) for the simultaneous estimation of the number of states and parameters of non-stationary HMMs. The DPMLE differs from traditional information criteria by using two penalty functions on the stationary probabilities and state-dependent parameters. For non-stationary HMMs, forward and backward probabilities are used to approximate stationary probabilities. Using a simulation study that includes scenarios with additional complexity in the data, we compare the performance of our method with that of AIC and BIC. We also illustrate how the DPMLE differs from AIC and BIC using narwhal (Monodon monoceros) movement data. The proposed method outperformed AIC and BIC in identifying the correct number of states under model misspecification. Furthermore, its capacity to handle non-stationary dynamics allowed for more realistic modeling of complex movement data, offering deeper insights into narwhal behaviour. Our method is a powerful tool for order selection in non-stationary HMMs, with potential applications extending beyond the field of ecology., Comment: Double-spaced, 35 pages, 5 figures

Ecologists often use a hidden Markov model to decode a latent process, such as a sequence of an animal's behaviours, from an observed biologging time series. Modern technological devices such as video recorders and drones now allow researchers to directly observe an animal's behaviour. Using these observations as labels of the latent process can improve a hidden Markov model's accuracy when decoding the latent process. However, many wild animals are observed infrequently. Including such rare labels often has a negligible influence on parameter estimates, which in turn does not meaningfully improve the accuracy of the decoded latent process. We introduce a weighted likelihood approach that increases the relative influence of labelled observations. We use this approach to develop two hidden Markov models to decode the foraging behaviour of killer whales (Orcinus orca) off the coast of British Columbia, Canada. Using cross-validated evaluation metrics, we show that our weighted likelihood approach produces more accurate and understandable decoded latent processes compared to existing methods. Thus, our method effectively leverages sparse labels to enhance researchers' ability to accurately decode hidden processes across various fields., Comment: 25 pages, 11 figures

Understanding species-habitat associations is fundamental to ecological sciences and for species conservation. Consequently, various statistical approaches have been designed to infer species-habitat associations. Due to their conceptual and mathematical differences, these methods can yield contrasting results. In this paper, we describe and compare commonly used statistical models that relate animal movement data to environmental data. Specifically, we examined selection functions which include resource selection function (RSF) and step-selection function (SSF), as well as hidden Markov models (HMMs) and related methods such as state-space models. We demonstrate differences in assumptions of each method while highlighting advantages and limitations. Additionally, we provide guidance on selecting the most appropriate statistical method based on research objectives and intended inference. To demonstrate the varying ecological insights derived from each statistical model, we apply them to the movement track of a single ringed seal in a case study. For example, the RSF indicated selection of areas with high prey diversity, whereas the SSFs indicated no discernable relationship with prey diversity. Furthermore, the HMM reveals variable associations with prey diversity across different behaviors. Notably, the three models identified different important areas. This case study highlights the critical significance of selecting the appropriate model to identify species-habitat relationships and specific areas of importance. Our comprehensive review provides the foundational information required for making informed decisions when choosing the most suitable statistical methods to address specific questions, such as identifying expansive corridors or protected zones, understanding movement patterns, or studying behaviours.

Hidden Markov models (HMMs) are popular models to identify a finite number of latent states from sequential data. However, fitting them to large data sets can be computationally demanding because most likelihood maximization techniques require iterating through the entire underlying data set for every parameter update. We propose a novel optimization algorithm that updates the parameters of an HMM without iterating through the entire data set. Namely, we combine a partial E step with variance-reduced stochastic optimization within the M step. We prove the algorithm converges under certain regularity conditions. We test our algorithm empirically using a simulation study as well as a case study of kinematic data collected using suction-cup attached biologgers from eight northern resident killer whales (Orcinus orca) off the western coast of Canada. In both, our algorithm converges in fewer epochs and to regions of higher likelihood compared to standard numerical optimization techniques. Our algorithm allows practitioners to fit complicated HMMs to large time-series data sets more efficiently than existing baselines., Comment: 23 pages, 7 figures. Code available at https://github.com/evsi8432/sublinear-HMM-inference

1. Movement is the primary means by which animals obtain resources and avoid hazards. Most movement exhibits directional bias that is related to environmental features (taxis), such as the location of food patches, predators, ocean currents, or wind. Numerous behaviours with directional bias can be characterized by maintaining orientation at an angle relative to the environmental stimuli (menotaxis), including navigation relative to sunlight or magnetic fields and energy-conserving flight across wind. However, no statistical methods exist to flexibly classify and characterise such directional bias. 2. We propose a biased correlated random walk model that can identify menotactic behaviours by predicting turning angle as a trade-off between directional persistence and directional bias relative to environmental stimuli without making a priori assumptions about the angle of bias. We apply the model within the framework of a multi-state hidden Markov model (HMM) and describe methods to remedy information loss associated with coarse environmental data to improve the classification and parameterization of directional bias. 3. Using simulation studies, we illustrate how our method more accurately classifies behavioural states compared to conventional correlated random walk HMMs that do not incorporate directional bias. We illustrate the application of these methods by identifying cross wind olfactory foraging and drifting behaviour mediated by wind-driven sea ice drift in polar bears (Ursus maritimus) from movement data collected by satellite telemetry. 4. The extensions we propose can be readily applied to movement data to identify and characterize behaviours with directional bias toward any angle, and open up new avenues to investigate more mechanistic relationships between animal movement and the environment.

Data sets comprised of sequences of curves sampled at high frequencies in time are increasingly common in practice, but they can exhibit complicated dependence structures that cannot be modelled using common methods of Functional Data Analysis (FDA). We detail a hierarchical approach which treats the curves as observations from a hidden Markov model (HMM). The distribution of each curve is then defined by another fine-scale model which may involve auto-regression and require data transformations using moving-window summary statistics or Fourier analysis. This approach is broadly applicable to sequences of curves exhibiting intricate dependence structures. As a case study, we use this framework to model the fine-scale kinematic movement of a northern resident killer whale (Orcinus orca) off the coast of British Columbia, Canada. Through simulations, we show that our model produces more interpretable state estimation and more accurate parameter estimates compared to existing methods., Comment: 23 pages, 8 figures, 2 tables. Supplementary material appended to submission

State-space models (SSMs) are an important modeling framework for analyzing ecological time series. These hierarchical models are commonly used to model population dynamics, animal movement, and capture-recapture data, and are now increasingly being used to model other ecological processes. SSMs are popular because they are flexible and they model the natural variation in ecological processes separately from observation error. Their flexibility allows ecologists to model continuous, count, binary, and categorical data with linear or nonlinear processes that evolve in discrete or continuous time. Modeling the two sources of stochasticity separately allows researchers to differentiate between biological variation (e.g., in birth processes) and imprecision in the sampling methodology, and generally provides better estimates of the ecological quantities of interest than if only one source of stochasticity is directly modeled. Since the introduction of SSMs, a broad range of fitting procedures have been proposed. However, the variety and complexity of these procedures can limit the ability of ecologists to formulate and fit their own SSMs. We provide the knowledge for ecologists to create SSMs that are robust to common, and often hidden, estimation problems, and the model selection and validation tools that can help them assess how well their models fit their data. In this paper, we present a review of SSMs that will provide a strong foundation to ecologists interested in learning about SSMs, introduce new tools to veteran SSM users, and highlight promising research directions for statisticians interested in ecological applications. The review is accompanied by an in-depth tutorial that demonstrates how SSMs models can be fitted and validated in R. Together, the review and tutorial present an introduction to SSMs that will help ecologists to formulate, fit, and validate their models., Comment: 71 pages, 4 figures

Models of the spatial distribution of animals provide useful tools to help ecologists quantify species-environment relationships, and they are increasingly being used to help determine the impacts of climate and habitat changes on species. While high-quality survey-style data with known effort are sometimes available, often researchers have multiple datasets of varying quality and type. In particular, collections of sightings made by citizen scientists are becoming increasingly common, with no information typically provided on their observer effort. Many standard modelling approaches ignore observer effort completely, which can severely bias estimates of an animal's distribution. Combining sightings data from observers who followed different protocols is challenging. Any differences in observer skill, spatial effort, and the detectability of the animals across space all need to be accounted for. To achieve this, we build upon the recent advancements made in integrative species distribution models and present a novel marked spatio-temporal point process framework for estimating the utilization distribution (UD) of the individuals of a highly mobile species. We show that in certain settings, we can also use the framework to combine the UDs from the sampled individuals to estimate the species' distribution. We combine the empirical results from a simulation study with the implications outlined in a causal directed acyclic graph to identify the necessary assumptions required for our framework to control for observer effort when it is unknown. We then apply our framework to combine multiple datasets collected on the endangered Southern Resident Killer Whales, to estimate their monthly effort-corrected space-use., Comment: 23 pages of main text + 13 page supplementary material

1. Electronic telemetry is frequently used to document animal movement through time. Methods that can identify underlying behaviors driving specific movement patterns can help us understand how and why animals use available space, thereby aiding conservation and management efforts. For aquatic animal tracking data with significant measurement error, a Bayesian state-space model called the first-Difference Correlated Random Walk with Switching (DCRWS) has often been used for this purpose. However, for aquatic animals, highly accurate tracking data of animal movement are now becoming more common. 2. We developed a new Hidden Markov Model (HMM) for identifying behavioral states from animal tracks with negligible error, which we called the Hidden Markov Movement Model (HMMM). We implemented as the basis for the HMMM the process equation of the DCRWS, but we used the method of maximum likelihood and the R package TMB for rapid model fitting. 3. We compared the HMMM to a modified version of the DCRWS for highly accurate tracks, the DCRWSnome, and to a common HMM for animal tracks fitted with the R package moveHMM. We show that the HMMM is both accurate and suitable for multiple species by fitting it to real tracks from a grey seal, lake trout, and blue shark, as well as to simulated data. 4. The HMMM is a fast and reliable tool for making meaningful inference from animal movement data that is ideally suited for ecologists who want to use the popular DCRWS implementation for highly accurate tracking data. It additionally provides a groundwork for development of more complex modelling of animal movement with TMB. To facilitate its uptake, we make it available through the R package swim., Comment: 30 pages, 4 figures

State-space models (SSMs) are increasingly used in ecology to model time-series such as animal movement paths and population dynamics. This type of hierarchical model is often structured to account for two levels of variability: biological stochasticity and measurement error. SSMs are flexible. They can model linear and nonlinear processes using a variety of statistical distributions. Recent ecological SSMs are often complex, with a large number of parameters to estimate. Through a simulation study, we show that even simple linear Gaussian SSMs can suffer from parameter- and state-estimation problems. We demonstrate that these problems occur primarily when measurement error is larger than biological stochasticity, the condition that often drives ecologists to use SSMs. Using an animal movement example, we show how these estimation problems can affect ecological inference. Biased parameter estimates of a SSM describing the movement of polar bears (\textit{Ursus maritimus}) result in overestimating their energy expenditure. We suggest potential solutions, but show that it often remains difficult to estimate parameters. While SSMs are powerful tools, they can give misleading results and we urge ecologists to assess whether the parameters can be estimated accurately before drawing ecological conclusions from their results.

1. Understanding how to find targets with very limited information is a topic of interest in many disciplines. In ecology, such research has often focused on the development of two movement models: i) the L\'evy walk and; ii) the composite correlated random walk and its associated area-restricted search behaviour. Although the processes underlying these models differ, they can produce similar movement patterns. Due to this similarity and because of their disparate formulation, current methods cannot reliably differentiate between these two models. 2. Here, we present a method that differentiates between the two models. It consists of likelihood functions, including one for a hidden Markov model, and associated statistical measures that assess the relative support for and absolute fit of each model. 3. Using a simulation study, we show that our method can differentiate between the two search models over a range of parameter values. Using the movement data of two polar bears (\textit{Ursus maritimus}), we show that the method can be applied to complex, real-world movement paths. 4. By providing the means to differentiate between the two most prominent search models in the literature, and a framework that could be extended to include other models, we facilitate further research into the strategies animals use to find resources.

1. Complex systems of moving and interacting objects are ubiquitous in the natural and social sciences. Predicting their behavior often requires models that mimic these systems with sufficient accuracy, while accounting for their inherent stochasticity. Though tools exist to determine which of a set of candidate models is best relative to the others, there is currently no generic goodness-of-fit framework for testing how close the best model is to the real complex stochastic system. 2. We propose such a framework, using a novel application of the Earth mover's distance, also known as the Wasserstein metric. It is applicable to any stochastic process where the probability of the model's state at time $t$ is a function of the state at previous times. It generalizes the concept of a residual, often used to analyze 1D summary statistics, to situations where the complexity of the underlying model's probability distribution makes standard residual analysis too imprecise for practical use. 3. We give a scheme for testing the hypothesis that a model is an accurate description of a data set. We demonstrate the tractability and usefulness of our approach by application to animal movement models in complex, heterogeneous environments. We detail methods for visualizing results and extracting a variety of information on a given model's quality, such as whether there is any inherent bias in the model, or in which situations it is most accurate. We demonstrate our techniques by application to data on multi-species flocks of insectivore birds in the Amazon rainforest. 4. This work provides a usable toolkit to assess the quality of generic movement models of complex systems, in an absolute rather than a relative sense.