Hidden Markov model for discrete circular–linear wind data time series

  title={Hidden Markov model for discrete circular–linear wind data time series},
  author={Gianluca Mastrantonio and Gianfranco Calise},
  journal={Journal of Statistical Computation and Simulation},
  pages={2611 - 2624}
ABSTRACT In this work, we deal with a bivariate time series of wind speed and direction. Our observed data have peculiar features, such as informative missing values, non-reliable measures under a specific condition and interval-censored data, that we take into account in the model specification. We analyse the time series with a non-parametric Bayesian hidden Markov model, introducing a new emission distribution, suitable to model our data, based on the invariant wrapped Poisson, the Poisson… 
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