Hidden Markov models with arbitrary state dwell-time distributions
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Publication:452667
DOI10.1016/J.CSDA.2010.06.015zbMATH Open1247.62290OpenAlexW2095340601MaRDI QIDQ452667FDOQ452667
Authors: Walter Zucchini, Roland Langrock 
Publication date: 15 September 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.06.015
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hidden Markov modeldaily rainfall occurrencedwell-time distributionhidden semi-Markov modelnumerical likelihood maximization
Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to environmental and related topics (62P12)
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Cited In (37)
- Fitting hidden semi-Markov models to breakpoint rainfall data
- An advanced hidden Markov model for hourly rainfall time series
- Semi-Markov Arnason-Schwarz models
- Large-scale dependent multiple testing via hidden semi-Markov models
- Flexible estimation of the state dwell-time distribution in hidden semi-Markov models
- Stylised facts of financial time series and hidden Markov models in continuous time
- An efficient algorithm for modelling duration in hidden Markov models, with a dramatic application
- Using hidden Markov models to deal with availability bias on line transect surveys
- On robust estimation of hidden semi-Markov regime-switching models
- A reservoir-driven non-stationary hidden Markov model
- Identifying anomalous signals in GPS data using HMMs: an increased likelihood of earthquakes?
- Mixed hidden Markov models for longitudinal data: an overview
- Flexible latent-state modelling of Old Faithful's eruption inter-arrival times in 2009
- Bayesian sparse vector autoregressive switching models with application to human gesture phase segmentation
- Generalized linear mixed hidden models in longitudinal settings: a Bayesian approach
- A general hidden state random walk model for animal movement
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- Markov-switching state-space models with applications to neuroimaging
- Hidden Markov and semi-Markov models when and why are these models useful for classifying states in time series data?
- A hidden semi-Markov model with duration-dependent state transition probabilities for prognostics
- Penalized estimation of flexible hidden Markov models for time series of counts
- Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies
- Quantile hidden semi-Markov models for multivariate time series
- Modeling the diving behavior of whales: a latent-variable approach with feedback and semi-Markovian components
- Some applications of nonlinear and non-Gaussian state-space modelling by means of hidden Markov models
- hsmm -- an R package for analyzing hidden semi-Markov models
- State duration and interval modeling in hidden semi-Markov model for sequential data analysis
- Flexible modelling of diel and other periodic variation in hidden Markov models
- Learning hidden Markov models with unknown number of states
- Hidden semi-Markov models
- Multi-scale modeling of animal movement and general behavior data using hidden Markov models with hierarchical structures
- Markov-Modulated Nonhomogeneous Poisson Processes for Modeling Detections in Surveys of Marine Mammal Abundance
- Continuous time hidden Markov model for longitudinal data
- A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series
- Markov-switching generalized additive models
- Bayesian approximations to hidden semi-Markov models for telemetric monitoring of physical activity
- Hidden semi-Markov-switching quantile regression for time series
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