Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics (Q6097139)

From MaRDI portal
scientific article; zbMATH DE number 7694479
Language Label Description Also known as
English
Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics
scientific article; zbMATH DE number 7694479

    Statements

    Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics (English)
    0 references
    0 references
    0 references
    12 June 2023
    0 references
    time series analysis
    0 references
    autoregressive model
    0 references
    regime-switching model
    0 references
    forecasting
    0 references
    hidden state inference
    0 references
    machine health prognostics
    0 references
    0 references
    0 references

    Identifiers