Flexible Latent-State Modelling of Old Faithful's Eruption Inter-Arrival Times in 2009

DOI10.1111/j.1467-842X.2012.00669.xzbMath1334.86011MaRDI QIDQ2802798

Roland Langrock

Publication date: 27 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

time serieshidden Markov modelMarkov chainhidden semi-Markov modelmixture transition distribution

Mathematics Subject Classification ID

Related Items (4)

Selecting the number of states in hidden Markov models: pragmatic solutions illustrated using animal movement ⋮ A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models ⋮ Modeling the diving behavior of whales: a latent-variable approach with feedback and semi-Markovian components ⋮ Penalized estimation of flexible hidden Markov models for time series of counts

Uses Software

• alr3

Cites Work

• Hidden hybrid Markov/semi-Markov chains
• Hidden Markov models with arbitrary state dwell-time distributions
• hsmm -- an R package for analyzing hidden semi-Markov models
• The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
• Distributions associated with general runs and patterns in hidden Markov models
• Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes
• Fitting hidden semi-Markov models to breakpoint rainfall data
• Some recent research in the analysis of mixture distributions
• A Look at Some Data on the Old Faithful Geyser
• Modeling Time Series of Animal Behavior by Means of a Latent‐State Model with Feedback
• A note on composite likelihood inference and model selection
• Applied Linear Regression
• Hidden Markov Models for Time Series
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