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?

An S-Plus module to fit HMMs in continuous time to this type of longitudinal data is presented. Covariates affecting the transition intensities of the hidden Markov process or the conditional ...

This paper proposes a hidden state Markov model (HMM) that incorporates workers’ unobserved labor market attachment into the analysis of labor market dynamics. Unlike previous literature, which ...

“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 ...