Robust classification of multivariate time series by imprecise hidden Markov models

DOI10.1016/j.ijar.2014.07.005zbMathNoneOpenAlexW2163382420MaRDI QIDQ473391

Alessandro Antonucci, Rocco De Rosa, Alessandro Giusti, Fabio Cuzzolin

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

zbMATH Keywords

hidden Markov modelsGaussian mixturesmultivariate time seriesimprecise probabilityBhattacharyya distanceCredal classification

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Thirty years of credal networks: specification, algorithms and complexity

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Epistemic irrelevance in credal nets: the case of imprecise Markov trees
• Imprecise Markov chains with absorption
• Updating beliefs with incomplete observations
• Decision-theoretic specification of credal networks: a unified language for uncertain modeling with sets of Bayesian networks
• Discrete time Markov chains with interval probabilities
• Data spectroscopy: eigenspaces of convolution operators and clustering
• Tree-based credal networks for classification
• The naive credal classifier
• Credal ensembles of classifiers
• A New Method for Learning Imprecise Hidden Markov Models
• Likelihood-Based Robust Classification with Bayesian Networks
• Decision Making with Hierarchical Credal Sets

This page was built for publication: Robust classification of multivariate time series by imprecise hidden Markov models