کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152309 958280 2011 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Hidden Markov partition models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Hidden Markov partition models
چکیده انگلیسی

We describe an extension of the hidden Markov model in which the manifest process conditionally follows a partition model. The assumption of local independence for the manifest random variable is thus relaxed to arbitrary dependence. The proposed class generalizes different existing models for discrete and continuous time series, and allows for the finest trading off between bias and variance. The models are fit through an EM algorithm, with the usual recursions for hidden Markov models extended at no additional computational cost.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 81, Issue 12, December 2011, Pages 1766–1770
نویسندگان
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