Corpus ID: 60889282

Hidden Markov Model Applications in Change-Point Analysis

  title={Hidden Markov Model Applications in Change-Point Analysis},
  author={The Minh Luong and V. Perduca and G. Nuel},
  journal={arXiv: Applications},
  • The Minh Luong, V. Perduca, G. Nuel
  • Published 2012
  • Computer Science, Mathematics
  • arXiv: Applications
  • The detection of change-points in heterogeneous sequences is a statistical challenge with many applications in fields such as finance, signal analysis and biology. A wide variety of literature exists for finding an ideal set of change-points for characterizing the data. In this tutorial we elaborate on the Hidden Markov Model (HMM) and present two different frameworks for applying HMM to change-point models. Then we provide a summary of two procedures for inference in change-point analysis… CONTINUE READING

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