Incorporating Telemetry Error into Hidden Markov Models of Animal Movement Using Multiple Imputation

When data streams are observed without error and at regular time intervals, discrete-time hidden Markov models (HMMs) have become immensely popular for the analysis of animal location and auxiliary biotelemetry data. However, measurement error and temporally irregular data are often pervasive in telemetry studies, particularly in marine systems. While relatively small amounts of missing data that are missing-completely-at-random are not typically problematic in HMMs, temporal irregularity can result in few (if any) observations aligning with the regular time steps required by HMMs. Fitting HMMs that explicitly account for uncertainty attributable to location measurement error, temporally irregular observations, or other forms of missing data typically requires computationally demanding techniques, such as Markov chain Monte Carlo (MCMC). Using simulation and a real-world bearded seal (Erignathus barbatus) example, I investigate a practical alternative to incorporating measurement error and temporally irregular observations into HMMs based on multiple imputation of the position process drawn from a single-state continuous-time movement model. This two-stage approach is relatively simple, performed with existing software using efficient maximum likelihood methods, and completely parallelizable. I generally found the approach to perform well across a broad range of simulated measurement error and irregular sampling rates, with latent states and locations reliably recovered in nearly all simulated scenarios. However, high measurement error coupled with low sampling rates often induced bias in both the estimated probability distributions of data streams derived from the imputed position process and the estimated effects of spatial covariates on state transition probabilities. Results from the two-stage analysis of the bearded seal data were similar to a more computationally intensive single-stage MCMC analysis, but the two-stage analysis required much less computation time and no custom model-fitting algorithms. I thus found the two-stage multiple-imputation approach to be promising in terms of its ease of implementation, computation time, and performance. Code for implementing the approach using the R package “momentuHMM” is provided.Supplementary materials accompanying this paper appear online.