Hidden Markov models (HMMs) have been used increasingly to understand how movement patterns of animals arise from behavioural states. An animal is assumed to transition between behavioural states through time, as described by transition probabilities. Within each state, the movement typically follows a discrete-time random walk, where steps between successive observed locations are described in terms of step lengths (related to speed) and turning angles (related to tortuosity). HMMs are discrete-time models, and most of their outputs strongly depend on the temporal resolution of data. We compile known theoretical results about scale dependence in Markov chains and correlated random walks, which are the most common components of HMMs for animal movement. We also illustrate this phenomenon using simulations covering a wide range of biological scenarios. The scale dependence affects not only all model parameters, i.e., the transition probabilities and the movement parameters within each behavioural state, but also the overall classification of movement patterns into states. This highlights the importance of carefully considering the time resolution when drawing conclusions from the results of analysis. In addition, scale dependence generally precludes the analysis of tracking data collected at irregular time intervals, and the comparison (or combination) of data sets with different sampling rates. HMMs remain a valuable tool to answer questions about animal movement and behaviour, as long as these limitations are well understood.
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