High-order extensions of the double chain Markov model

Abstract

The Double Chain Markov Model is a fully Markovian model for the representation of time-series in random environment. In this article, we s h o w that it can handle transitions of high-order between both a set of obsevations and a set of hidden states. In order to reduce the number of parameters, each transition matrix can be replaced by a Mixture… (More)

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