Nonnegative matrix factorization for interactive hidden Markov models

zbMATH Open1185.65015MaRDI QIDQ3407980FDOQ3407980

Authors: Eric S. Fung, Michael Ng 

Publication date: 24 February 2010

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zbMATH Keywords

time seriesnumerical resultsnonnegative matrix factorizationinteractive hidden Markov model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (2)

• Modeling default data via an interactive hidden Markov model
• Interactive hidden Markov models and their applications

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