Hidden Markov models: Pitfalls and opportunities in ecology

Abstract Hidden Markov models (HMMs) and their extensions are attractive methods for analysing ecological data where noisy, multivariate measurements are made of a hidden, ecological process, and where this hidden process is represented by a sequence of discrete states. Yet, as these models become more complex and challenging to understand, it is important to consider what pitfalls these methods have and what opportunities there are for future research to address these pitfalls. In this paper, we review five lesser known pitfalls one can encounter when using HMMs or their extensions to solve ecological problems: (a) violation of the snapshot property in continuous‐time HMMs; (b) biased inference from hierarchical HMMs when applied to temporally misaligned processes; (c) sensitive inference from using random effects to partially pool across heterogeneous individuals; (d) computational burden when using HMMs to approximate models with continuous state spaces; and (e) difficulty linking the hidden process to space or environment. This review is for ecologists and ecological statisticians familiar with HMMs, but who may be less aware of the problems that arise in more specialised applications. We demonstrate how each pitfall arises, by simulation or example, and discuss why this pitfall is important to consider. Along with identifying the problems, we highlight potential research opportunities and offer ideas that may help alleviate these pitfalls. Each of the methods we review are solutions to current ecological research problems. We intend for this paper to heighten awareness of the pitfalls ecologists may encounter when applying these more advanced methods, but we also hope that by highlighting future research opportunities, we can inspire ecological statisticians to weaken these pitfalls and provide improved methods.