Nonnegative matrix factorization for interactive hidden Markov models

MaRDI QIDQ3407980zbMATH OpenFDO

Authors Eric S. Fung, Michael Ng

Publication date 24 February 2010

zbMATH Keywords

time seriesnumerical resultsnonnegative matrix factorizationinteractive hidden Markov model

Mathematics Subject Classification ID

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

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