hsmm -- an R package for analyzing hidden semi-Markov models

DOI10.1016/J.CSDA.2008.08.025MaRDI QIDQ962296zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Jan Bulla, Ingo Bulla, Oleg Nenadić

Publication date 6 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2008.08.025

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Software, source code, etc. for problems pertaining to statistics (62-04)

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Fitting hidden semi-Markov models to breakpoint rainfall data
• Hidden Markov processes
• Inference in hidden Markov models.
• Nonstationary hidden Markov model
• Stylized facts of financial time series and hidden semi-Markov models

Cited in

(27)

• Fitting hidden semi-Markov models to breakpoint rainfall data
• Editorial: Second special issue on statistical algorithms and software
• Flexible estimation of the state dwell-time distribution in hidden semi-Markov models
• Stylised facts of financial time series and hidden Markov models in continuous time
• An EM and a stochastic version of the EM algorithm for nonparametric hidden semi-Markov models
• On robust estimation of hidden semi-Markov regime-switching models
• Combining mixed effects hidden Markov models with latent alternating recurrent event processes to model diurnal active-rest cycles
• A hidden semi-Markov model with missing data and multiple observation sequences for mobility tracking.
• Viterbi algorithms for hidden semi-Markov models with application to DNA analysis
• Application of hidden semi-Markov models for the seismic hazard assessment of the North and South Aegean Sea, Greece
• Approximate forward-backward algorithm for a switching linear Gaussian model
• Mixed hidden Markov models for longitudinal data: an overview
• Flexible latent-state modelling of Old Faithful's eruption inter-arrival times in 2009
• An efficient algorithm for parameterizing HsMM with Gaussian and gamma distributions
• hsmm
• MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications
• Generalized linear mixed hidden models in longitudinal settings: a Bayesian approach
• Hhsmm: An R package for hidden hybrid Markov/semi-Markov models
• Quantile hidden semi-Markov models for multivariate time series
• Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies
• State duration and interval modeling in hidden semi-Markov model for sequential data analysis
• Statistical inference for a general class of distributions with time-varying parameters
• Hidden semi-Markov models
• Hidden Markov models with arbitrary state dwell-time distributions
• A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series
• Hidden semi-Markov-switching quantile regression for time series
• Multivariate hidden semi-Markov models for longitudinal data: a dynamic regression modeling

Describes a project that uses

Uses Software

• HiddenMarkov
• R

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