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 ...

Statistical models called hidden Markov models are a recurring theme in computational biology. What are hidden Markov models, and why are they so useful for so many different problems?

Hidden Markov models (HMM) can be applied to the study of time varying unobserved categorical variables for which only indirect measurements are available. An S-Plus module to fit HMMs in continuous ...