Robust classification of multivariate time series by imprecise hidden Markov models
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Publication:473391
DOI10.1016/j.ijar.2014.07.005zbMathNoneMaRDI QIDQ473391
Fabio Cuzzolin, Alessandro Antonucci, Rocco De Rosa, Alessandro Giusti
Publication date: 24 November 2014
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2014.07.005
hidden Markov models; Gaussian mixtures; multivariate time series; imprecise probability; Bhattacharyya distance; Credal classification
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M05: Markov processes: estimation; hidden Markov models