Flexible estimation of the state dwell-time distribution in hidden semi-Markov models

DOI10.1016/J.CSDA.2022.107479OpenAlexW3121871150MaRDI QIDQ2143003FDOQ2143003

Larissa T. Beumer, Timo Adam, Jennifer Pohle

Publication date: 30 May 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.09197

zbMATH Keywords

penalized likelihoodsmoothingtime seriesanimal movement modeling

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• hsmm -- an R package for analyzing hidden semi-Markov models
• Penalized estimation of flexible hidden Markov models for time series of counts
• Hidden hybrid Markov/semi-Markov chains
• Nonparametric inference in hidden Markov models using P‐splines
• Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
• Hidden semi-Markov models
• A Bayesian analysis of some nonparametric problems
• Hidden Markov models for time series. An introduction using R
• Hidden Markov models with arbitrary state dwell-time distributions
• Fitting hidden semi-Markov models to breakpoint rainfall data
• Modeling the diving behavior of whales: a latent-variable approach with feedback and semi-Markovian components
• Stylized facts of financial time series and hidden semi-Markov models
• MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications
• Semi‐Markov Arnason–Schwarz models

Cited In (4)

• Title not available (Why is that?)
• Hidden Markov models for longitudinal rating data with dynamic response styles
• A hidden semi-Markov model with duration-dependent state transition probabilities for prognostics
• Quantile hidden semi-Markov models for multivariate time series

Uses Software

• hsmm
• R
• PHSMM

Recommendations

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• S-estimation of hidden Markov models 👍 👎
• Bayesian inference for continuous-time hidden Markov models with an unknown number of states 👍 👎
• State duration and interval modeling in hidden semi-Markov model for sequential data analysis 👍 👎

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