Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Forecasting"
DOI: 10.1002/for.2447
Abstract: Hidden Markov models are often used to model daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the… read more here.
Keywords: hidden markov; varying parameters; time varying; time ... See more keywords
Introduction to Hidden Markov Models and Its Applications in Biology.
Sign Up to like & getrecommendations! Published in 2017 at "Methods in molecular biology"
DOI: 10.1007/978-1-4939-6753-7_1
Abstract: A number of real-world systems have common underlying patterns among them and deducing these patterns is important for us in order to understand the environment around us. These patterns in some instances are apparent upon… read more here.
Keywords: hidden markov; introduction hidden; markov models; biology ... See more keywords
Application of hidden Markov models to eye tracking data analysis of visual quality inspection operations
Sign Up to like & getrecommendations! Published in 2020 at "Central European Journal of Operations Research"
DOI: 10.1007/s10100-019-00628-x
Abstract: Visual inspection is used in many areas due to the potential high costs of inspection error such as injury, fatality, loss of expensive equipment, scrapped items, rework, or failure to procure repeat business. This study… read more here.
Keywords: hidden markov; markov models; analysis visual; eye tracking ... See more keywords
Reliability and Survival Analysis for Drifting Markov Models: Modeling and Estimation
Sign Up to like & getrecommendations! Published in 2018 at "Methodology and Computing in Applied Probability"
DOI: 10.1007/s11009-018-9682-8
Abstract: In this work we focus on multi-state systems modeled by means of a particular class of non-homogeneous Markov processes introduced in Vergne (Stat Appl Genet Mol Biol 7(1):1–45, 2008), called drifting Markov processes. The main… read more here.
Keywords: reliability survival; drifting markov; survival analysis; markov models ... See more keywords
Lie-Markov Models Derived from Finite Semigroups
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DOI: 10.1007/s11538-018-0455-x
Abstract: We present and explore a general method for deriving a Lie-Markov model from a finite semigroup. If the degree of the semigroup is k, the resulting model is a continuous-time Markov chain on k-states and,… read more here.
Keywords: derived finite; models derived; lie markov; markov models ... See more keywords
Modelled Economic Evaluation of Nivolumab for the Treatment of Second-Line Advanced or Metastatic Squamous Non-Small-Cell Lung Cancer in Australia Using Both Partition Survival and Markov Models
Sign Up to like & getrecommendations! Published in 2018 at "Applied Health Economics and Health Policy"
DOI: 10.1007/s40258-018-0452-0
Abstract: ObjectivesTo assess the cost-effectiveness of nivolumab for patients with advanced or metastatic squamous non-small-cell lung cancer (NSCLC) progressed on or after platinum-based chemotherapy using a modelled economic evaluation.MethodsBoth partition survival (PS) and Markov models, comprised… read more here.
Keywords: advanced metastatic; treatment; markov models; health ... See more keywords
Traffic congestion prediction based on Hidden Markov Models and contrast measure
Sign Up to like & getrecommendations! Published in 2020 at "Ain Shams Engineering Journal"
DOI: 10.1016/j.asej.2019.10.006
Abstract: Abstract Traffic congestion is an important socio-economic problem that swelled in the last few decades. It affects the social mobility of people, length of trips, quality of life, and the economy of countries. As a… read more here.
Keywords: hidden markov; traffic; traffic congestion; markov models ... See more keywords
Uncovering hidden states in African lion movement data using hidden Markov models
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DOI: 10.1071/wr18004
Abstract: Context Direct observations of animals are the most reliable way to define their behavioural characteristics; however, to obtain these observations is costly and often logistically challenging. GPS tracking allows finer-scale interpretation of animal responses by… read more here.
Keywords: hidden markov; movement; model; markov models ... See more keywords
On the Use of Mixed Markov Models for Intensive Longitudinal Data
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DOI: 10.1080/00273171.2017.1370364
Abstract: ABSTRACT Markov modeling presents an attractive analytical framework for researchers who are interested in state-switching processes occurring within a person, dyad, family, group, or other system over time. Markov modeling is flexible and can be… read more here.
Keywords: longitudinal data; intensive longitudinal; markov; models intensive ... See more keywords
Latent Markov Models to Test the Strategy Use of 3-Year-Olds in a Rule-Based Feedback-Learning Task.
Sign Up to like & getrecommendations! Published in 2023 at "Multivariate behavioral research"
DOI: 10.1080/00273171.2023.2170963
Abstract: This study is the first to investigate how 3-year-olds learn simple rules from feedback using the Toddler Card Sorting Task (TCST). To account for intra- and inter- individual differences in the learning process, latent Markov… read more here.
Keywords: year; latent markov; task; markov models ... See more keywords
Semi-supervised learning of Hidden Markov Models for biological sequence analysis
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DOI: 10.1093/bioinformatics/bty910
Abstract: Motivation Hidden Markov Models (HMMs) are probabilistic models widely used in applications in computational sequence analysis. HMMs are basically unsupervised models. However, in the most important applications, they are trained in a supervised manner. Training… read more here.
Keywords: hidden markov; semi supervised; sequence analysis; markov models ... See more keywords