Markov mixtures of autoregressions (MMAR) have been recently used to analyse the behaviour of non-linear and non-Gaussian time series. A special MMAR model with periodic components and a non-homogeneous hidden Markov chain is proposed here: the transition probabilities of the hidden chain are timevarying, because they depend, through logistic functions, on the dynamics of exogenous variables. W...

We suggest new recursive formulas to compute the exact value of the Kullback-Leibler distance (KLD) between two general Hidden Markov Trees (HMTs). For homogeneous HMTs with regular topology, such as homogeneous Hidden Markov Models (HMMs), we obtain a closed-form expression for the KLD when no evidence is given. We generalize our recursive formulas to the case of HMMs conditioned on the observ...

20.1 Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419 20.1.1 State-Space Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419 20.1.2 Latent Dirichlet Allocation . . . . . . . . . . . ...

due to the effective role of markov models in customer relationship management (crm), there is a lack of comprehensive literature review which contains all related literatures. in this paper the focus is on academic databases to find all the articles that had been published in 2011 and earlier. one hundred articles were identified and reviewed to find direct relevance for applying markov models...

We investigate the structure of the non homogeneous Markov states on general Fermi algebras. This covers d–Markov states on the CAR algebra on Z, the case when there are more than one creators and annichilators in each site, and finally Fermi Markov fields on Z . Natural connections with the KMS boundary condition, diagonalizability, and entropy of Fermi Markov states are studied in detail. Apa...

background & aim: congenital hypothyroidism (ch) is one of the most common endocrine diseases and is a major cause of preventable mental retardation. early diagnosis of ch can help prevent future diseases. although time series techniques are often utilized to forecast future status, they are inadequate to deal with count data with overdispersion. the aim of this study was to apply poisson hidde...

We study the entropy rate of a hidden Markov process, defined by observing the output of a symmetric channel whose input is a first order Markov process. Although this definition is very simple, obtaining the exact amount of entropy rate in calculation is an open problem. We introduce some probability matrices based on Markov chain's and channel's parameters. Then, we try to obtain an estimate ...