Robust classification of multivariate time series by imprecise hidden Markov models

DOI10.1016/j.ijar.2014.07.005zbMathNoneOpenAlexW2163382420MaRDI QIDQ473391

Alessandro Antonucci, Rocco De Rosa, Alessandro Giusti, Fabio Cuzzolin

Publication date: 24 November 2014

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2014.07.005

zbMATH Keywords

hidden Markov modelsGaussian mixturesmultivariate time seriesimprecise probabilityBhattacharyya distanceCredal classification

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

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