Hidden Markov Model for Time Series Prediction
نویسندگان
چکیده
منابع مشابه
Hidden Markov model segmentation of hydrological and enviromental time series
Motivated by Hubert's segmentation procedure [16, 17], we discuss the application of hidden Markov models (HMM) to the segmentation of hydrological and enviromental time series. We use a HMM algorithm which segments time series of several hundred terms in a few seconds and is compu-tationally feasible for even longer time series. The segmentation algorithm computes the Maximum Likelihood segmen...
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ژورنال
عنوان ژورنال: Journal of Asian Scientific Research
سال: 2017
ISSN: 2226-5724,2223-1331
DOI: 10.18488/journal.2.2017.75.196.205