On the application of mixed hidden Markov models to multiple behavioural time series

Analysing behavioural sequences and quantifying the likelihood of occurrences of different behaviours is a difficult task as motivational states are not observable. Furthermore, it is ecologically highly relevant and yet more complicated to scale an appropriate model for one individual up to the population level. In this manuscript (mixed) hidden Markov models (HMMs) are used to model the feeding behaviour of 54 subadult grey mouse lemurs (Microcebus murinus), small nocturnal primates endemic to Madagascar that forage solitarily. Our primary aim is to introduce ecologists and other users to various HMM methods, many of which have been developed only recently, and which in this form have not previously been synthesized in the ecological literature. Our specific application of mixed HMMs aims at gaining a better understanding of mouse lemur behaviour, in particular concerning sex-specific differences. The model we consider incorporates random effects for accommodating heterogeneity across animals, i.e. accounts for different personalities of the animals. Additional subject- and time-specific covariates in the model describe the influence of sex, body mass and time of night.