Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics (Q6097139)
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scientific article; zbMATH DE number 7694479
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English | Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics |
scientific article; zbMATH DE number 7694479 |
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Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics (English)
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12 June 2023
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time series analysis
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autoregressive model
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regime-switching model
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forecasting
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hidden state inference
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machine health prognostics
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