Hidden Markov models for time series. An introduction using R
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Software, source code, etc. for problems pertaining to statistics (62-04) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)
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Cited in
(only showing first 100 items - show all)- Parsimonious hidden Markov models for matrix-variate longitudinal data
- On estimation for Brownian motion governed by telegraph process with multiple off states
- Penalized estimation of flexible hidden Markov models for time series of counts
- Statistical modelling of individual animal movement: an overview of key methods and a discussion of practical challenges
- Dealing with reciprocity in dynamic stochastic block models
- Multi-scale modeling of animal movement and general behavior data using hidden Markov models with hierarchical structures
- Incorporating telemetry error into hidden Markov models of animal movement using multiple imputation
- Selecting the number of states in hidden Markov models: pragmatic solutions illustrated using animal movement
- HMM with emission process resulting from a special combination of independent Markovian emissions
- Inferential aspects of the zero-inflated Poisson INAR(1) process
- The conditionally autoregressive hidden Markov model (CarHMM): inferring behavioural states from animal tracking data exhibiting conditional autocorrelation
- Operator inference of non-Markovian terms for learning reduced models from partially observed state trajectories
- Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions
- Is EM really necessary here? Examples where it seems simpler not to use EM
- A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error
- Signal processing
- A coarse-grained Markov chain is a hidden Markov model
- Flexible estimation of the state dwell-time distribution in hidden semi-Markov models
- Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one
- A data-driven, variable-speed model for the train timetable rescheduling problem
- Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach
- Multistate capture-recapture models for irregularly sampled data
- Hidden Markov and semi-Markov models when and why are these models useful for classifying states in time series data?
- Quantile hidden semi-Markov models for multivariate time series
- A Bayesian Markov model with Pólya-gamma sampling for estimating individual behavior transition probabilities from accelerometer classifications
- Hidden Markov models for multivariate functional data
- Assessing the influence of marketing activities on customer behaviors: a dynamic clustering approach
- Guest editor's introduction to the special issue on ``Hidden Markov models: theory and applications
- Parameter redundancy and identifiability in hidden Markov models
- Mixture of multivariate \(t\) nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values
- Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models
- Hidden three-state survival model for bivariate longitudinal count data
- Estimating abundance from multiple sampling capture-recapture data via a multi-state multi-period stopover model
- Recursive estimation of multivariate hidden Markov model parameters
- On Edgeworth models for count time series
- Recent advances in directional statistics
- Statistical inference for the nonparametric and semiparametric hidden Markov model via the composite likelihood approach
- Latent Markov models for longitudinal data
- Intervention analysis for low-count time series with applications in public health
- A primer on coupled state-switching models for multiple interacting time series
- A simple hidden markov model for bayesian modeling with time dependent data
- A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models
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- scientific article; zbMATH DE number 7625198 (Why is no real title available?)
- Importance Sampling with the Integrated Nested Laplace Approximation
- Absorbing Markov chains for analyzing COVID-19 infections
- Blood and breath alcohol concentration from transdermal alcohol biosensor data: estimation and uncertainty quantification via forward and inverse filtering for a covariate-dependent, physics-informed, hidden Markov model
- Estimation and testing of nonparametric hidden Markov model with application in stock market
- On multinomial hidden Markov model for hierarchical manpower systems
- Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models
- The hidden Markov model. Random processes with hidden states and their probabilistic foundations
- Segmentation of mortality surfaces by hidden Markov models
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- Incorporating animal movement into distance sampling
- Dichotomous unimodal compound models: application to the distribution of insurance losses
- Modelling the reproductive power function
- A Time-Series Model for Underdispersed or Overdispersed Counts
- Models for count data
- Hidden Markov Models for Time Series
- Computational efficiency and precision for replicated-count and batch-marked hidden population models
- A gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder
- Flexible modelling of diel and other periodic variation in hidden Markov models
- A latent capture history model for digital aerial surveys
- Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies
- Spline‐based nonparametric inference in general state‐switching models
- A copula-based multivariate hidden Markov model for modelling momentum in football
- Continuous-time state-space modelling of the hot hand in basketball
- Bettors' reaction to match dynamics: evidence from in-game betting
- Bayesian approximations to hidden semi-Markov models for telemetric monitoring of physical activity
- Regime switching models for circular and linear time series
- Football tracking data: a copula-based hidden Markov model for classification of tactics in football
- Tempered expectation-maximization algorithm for the estimation of discrete latent variable models
- Computational issues in parameter estimation for hidden Markov models with template model builder
- Parameter estimation methods of required rate of return on stock
- Maximum likelihood estimation for discrete latent variable models via evolutionary algorithms
- Expectile hidden Markov regression models for analyzing cryptocurrency returns
- Rainbow options with MS-VAR process
- Seven things to remember about hidden Markov models: A tutorial on Markovian models for time series
- Stochastic DDM with regime-switching process
- A hidden Markov model for continuous longitudinal data with missing responses and dropout
- Hidden Markov model with missing emissions
- A new algorithm for inference in HMM's with lower span complexity
- A comparison between marginal likelihood and data augmented MCMC algorithms for Gaussian hidden Markov models
- On robust estimation of hidden semi-Markov regime-switching models
- Markov-switching decision trees
- Stationary count time series models
- Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation
- Bayesian sparse vector autoregressive switching models with application to human gesture phase segmentation
- Model-based clustering for noisy longitudinal circular data, with application to animal movement
- Generalized linear mixed hidden models in longitudinal settings: a Bayesian approach
- A joint Poisson state-space modelling approach to analysis of binomial series with random cluster sizes
- Bayesian Spline-Based Hidden Markov Models with Applications to Actimetry Data and Sleep Analysis
- Matrix-variate hidden Markov regression models: fixed and random covariates
- Variable selection for hidden Markov models with continuous variables and missing data
- A regularized hidden Markov model for analyzing the `hot shoe' in football
- Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models
- Environmental risk assessment via nonhomogeneous hidden semi-Markov models with penalized vector autoregression
- Margin-closed regime-switching multivariate time series models
- Marked Cox models for IBNR claims count: continuous and discretized approaches with Dirichlet-driven reporting delays
- Dependence modeling in general insurance using local Gaussian correlations and hidden Markov models
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