Hidden Markov model for discrete circular-linear wind data time series

DOI10.1080/00949655.2016.1142544OpenAlexW2338545017MaRDI QIDQ5222503FDOQ5222503

Authors: Gianluca Mastrantonio, Gianfranco Calise 

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.05037

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zbMATH Keywords

Dirichlet processhurdle modelnon-parametric Bayesiandiscrete circular variableinvariant wrapped Poisson

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Spatial analysis of wave direction data using wrapped Gaussian processes
• Inference and missing data
• Inference in hidden Markov models.
• A sticky HDP-HMM with application to speaker diarization
• Hierarchical Dirichlet Processes
• A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series
• On characteristic functions of the wrapped lognormal and the wrapped Weibull distributions
• Invariance properties and statistical inference for circular data
• Environmental conditions in semi-enclosed basins: a dynamic latent class approach for mixed-type multivariate variables

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• Nonparametric dynamic state space modeling of observed circular time series with circular latent states: a Bayesian perspective
• A blockchain prediction model on time, value, and purchase based on Markov chain and queuing theory in stock trade
• Maximum likelihood estimation of bivariate circular hidden Markov models from incomplete data
• Non-homogeneous hidden Markov-switching models for wind time series
• The joint projected normal and skew-normal: a distribution for poly-cylindrical data
• Recent advances in directional statistics
• A non-homogeneous hidden Markov model for predicting the distribution of sea surface elevation
• A copula-based hidden Markov model for toroidal time series
• Markov-switching linked autoregressive model for non-continuous wind direction data
• A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series

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