Hidden Markov models (HMMs) are a formal foundation for making probabilistic models of linear sequence 'labeling' problems 1,2. They provide a conceptual toolkit for building complex models just by ...
Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 62, No. 1 (2000), pp. 57-75 (19 pages) Hidden Markov models form an extension of mixture models which provides a ...
Understanding the time series dynamics of a multi-dimensional dependency structure is a challenging task. Multivariate covariance driven Gaussian or mixed normal time varying models have only a ...