The Baum-Welch algorithm of HMM2 with multiple observations

MaRDI QIDQ3512981zbMATH OpenFDO

Authors Shiping Du

Publication date 6 August 2008

zbMATH Keywords

second-order HMM

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(7)

• The Baum--Welch algorithm for parameter estimation of Gaussian autoregressive mixture models
• The Baum-Welch algorithm with limiting distribution constraints
• The learning algorithm of HMM2 based on grouping multiple observations by multiple correlation coefficient
• Parameter estimation of HMM2 based on wavelet transformations
• Baum's forward-backward algorithm revisited
• Generalized Baum-Welch and Viterbi algorithms based on the direct dependency among observations
• scientific article; zbMATH DE number 2219482 (Why is no real title available?)

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