— The aim of the present paper is to document the need for adapting the definition of hidden Markov models (HMM) to population studies, which rigorous interpretation typically requires the use of mixed-effects models, as well as for corresponding learning methodologies. In this article, mixed hidden Markov models (MHMM) are introduced through a brief state of the art on hidden Markov models and...

This paper introduces the hhsmm R package, which involves functions for initializing, fitting, and predication of hidden hybrid Markov/semi-Markov models. These models are flexible with both Markovian semi-Markovian states, applied to situations where model absorbing or macro-states. The left-to-right series/parallel networks states two states. also includes switching regression as well auto-re...

We consider hidden Markov models as a versatile class of models for weakly dependent random phenomena. The topic of the present paper is likelihood-ratio testing for hidden Markov models, and we show that, under appropriate conditions, the standard asymptotic theory of likelihood-ratio tests is valid. Such tests are crucial in the specification of multivariate Gaussian hidden Markov models, whi...

Description Functions for fitting general continuous-time Markov and hidden Markov multi-state models to longitudinal data. Both Markov transition rates and the hidden Markov output process can be modelled in terms of covariates. A variety of observation schemes are supported, including processes observed at arbitrary times, completely-observed processes, and censored states.

The air transport industry is seeking to manage risks in air travels. Its main objective is to detect abnormal behaviors in various flight conditions. The current methods have some limitations and are based on studying the risks and measuring the effective parameters. These parameters do not remove the dependency of a flight process on the time and human decisions. In this paper, we used an HMM...

Hidden Markov models (HMMs) are effective tools to detect series of statistically homogeneous structures, but they are not well suited to analyse complex structures. Numerous methodological difficulties are encountered when using HMMs to segregate genes from transposons or retroviruses, or to determine the isochore classes of genes. The aim of this paper is to analyse these methodological diffi...