What is HMAC Authentication and why is it useful?

HMAC - Hash-based message authentication code

Doesn't by itself protect against replay attacks but could be extended to include a incrementing number in requests. Then if a request is
received with a number previously received the request will not be satisfied.

http://wolfe.id.au/2012/10/20/what-is-hmac-and-why-is-it-useful/