A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series

DOI10.1007/S13253-012-0110-1zbMATH Open1302.62246OpenAlexW2004952232WikidataQ58205257 ScholiaQ58205257MaRDI QIDQ484700FDOQ484700

Authors: Antonello Maruotti, Jan Bulla, Francesco Lagona, Marco Picone 

Publication date: 7 January 2015

Published in: Journal of Agricultural, Biological and Environmental Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13253-012-0110-1

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zbMATH Keywords

EM algorithmmodel-based clusteringcircular datahidden Markov modelskewnessunsupervised classificationwavewind

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites Work

• hsmm -- an R package for analyzing hidden semi-Markov models
• Multivariate mixture modeling using skew-normal independent distributions
• Finite mixture models
• On the convergence properties of the EM algorithm
• Protein Bioinformatics and Mixtures of Bivariate von Mises Distributions for Angular Data
• On the Identifiability of Finite Mixtures
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• Inference in hidden Markov models.
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• A multivariate von mises distribution with applications to bioinformatics
• A new class of multivariate skew distributions with applications to bayesian regression models
• Probabilistic model for two dependent circular variables
• Maximum likelihood estimation for multivariate skew normal mixture models
• Mixed hidden Markov models for longitudinal data: an overview
• Hidden Markov models with arbitrary state dwell-time distributions
• Dependent models for observations which include angular ones
• Hidden Markov Models for Time Series
• Efficient computation of lod scores: genotype elimination, genotype redefinition, and hybrid maximum likelihood algorithms
• Identifiability of Mixtures of Product Measures
• Maximum likelihood estimation for hidden semi-Markov models
• Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints

Cited In (30)

• Bayesian hidden Markov modelling using circular‐linear general projected normal distribution
• The environmental Kuznets curve: functional form, time‐varying heterogeneity and outliers in a panel setting
• Mixtures of peaked power Batschelet distributions for circular data with application to saccade directions
• Copula-based segmentation of cylindrical time series
• Maximum likelihood estimation of bivariate circular hidden Markov models from incomplete data
• Segmentation of mortality surfaces by hidden Markov models
• The joint projected normal and skew-normal: a distribution for poly-cylindrical data
• Recent advances in directional statistics
• Model-based segmentation of spatial cylindrical data
• Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models
• CircSpaceTime: an R package for spatial and spatio-temporal modelling of circular data
• A circular nonhomogeneous hidden Markov field for the spatial segmentation of wildfire occurrences
• Model-based clustering for noisy longitudinal circular data, with application to animal movement
• Environmental conditions in semi-enclosed basins: a dynamic latent class approach for mixed-type multivariate variables
• Assessing the performance of model-based clustering methods in multivariate time series with application to identifying regional wind regimes
• Penalized estimation of flexible hidden Markov models for time series of counts
• Spatio-temporal circular models with non-separable covariance structure
• Title not available (Why is that?)
• Goodness-of-fit tests for multiple regression with circular response
• Model-based clustering of multivariate skew data with circular components and missing values
• Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies
• A cylindrical distribution with heavy-tailed linear part
• A copula-based hidden Markov model for toroidal time series
• A hidden Markov model for the analysis of cylindrical time series
• Spline‐based nonparametric inference in general state‐switching models
• How to test the missing data mechanism in a hidden Markov model
• Bayesian cylindrical data modeling using Abe-Ley mixtures
• Markov-switching linked autoregressive model for non-continuous wind direction data
• Multivariate hidden semi-Markov models for longitudinal data: a dynamic regression modeling
• Hidden Markov model for discrete circular-linear wind data time series

Uses Software

• hsmm
• mixsmsn

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