A primer on coupled state-switching models for multiple interacting time series

DOI10.1177/1471082X20956423OpenAlexW3094485847MaRDI QIDQ3389305

Jennifer Pohle, Roland Langrock, Ruth King, Mihaela van der Schaar, Frants Havmand Jensen

Publication date: 10 May 2021

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.14700

zbMATH Keywords

time serieshidden Markov modelMarkov-switching regressionanimal movementdisease progression

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

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Uses Software

• R
• moveHMM
• DRAGON

Cites Work

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• Markov-switching generalized additive models
• Stylized facts of financial time series and hidden semi-Markov models
• Dynamic Bayesian networks for audio-visual speech recognition
• Multivariate state hidden Markov models for mark-recapture data
• Mixed memory Markov models: Decomposing complex stochastic processes as mixtures of simpler ones
• EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective
• Scalable Bayesian Inference for Coupled Hidden Markov and Semi-Markov Models
• Hidden Markov Models for Time Series

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