A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series (Q778379)

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A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series
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    A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series (English)
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    2 July 2020
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    temporal dynamics
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    hidden Markov models
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    expectation-maximization
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    variable order
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    dependence jumps
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