Finite mixture models and hidden Markov models (HMMs) occupy central roles in modern statistical inference and data analysis. Finite mixture models assume that data originate from a latent ...

Online (also called "recursive" or "adaptive") estimation of fixed model parameters in hidden Markov models is a topic of much interest in times series modeling. In this work, we propose an online ...

Abstract Wavelet and hidden Markov-based modeling frameworks were developed to better capture the nonstationarity and non-Gaussian characteristics of streamflow that linear models cannot.

“A Hidden Markov Model Combined with Climate Indices for Multi-decadal Streamflow Simulation,” Water Resources Research, 50, 7836-7846. Abstract: Hydroclimate time series often exhibit very low ...

T. Rolf Turner, Murray A. Cameron, Peter J. Thomson, Hidden Markov Chains in Generalized Linear Models, The Canadian Journal of Statistics / La Revue Canadienne de ...