High-order extensions of the Double Chain Markov Model
نویسندگان
چکیده
منابع مشابه
High-order extensions of the double chain Markov model
The Double Chain Markov Model is a fully Markovian model for the representation of time-series in random environment. In this article, we s h o w that it can handle transitions of high-order between both a set of obsevations and a set of hidden states. In order to reduce the number of parameters, each transition matrix can be replaced by a Mixture Transition Model. We provide a complete derivat...
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ژورنال
عنوان ژورنال: Stochastic Models
سال: 2002
ISSN: 1532-6349,1532-4214
DOI: 10.1081/stm-120004464