In this paper we extend the usual Hidden Markov Models framework, where the observed objects are univariate or multivariate data, to the case of functional data, by modeling the temporal structure of a system of multivariate curves evolving in time.

Hidden Markov Models for multivariate functional data

Martino, Andrea;Guatteri, Giuseppina;Paganoni, Anna Maria
2020-01-01

Abstract

In this paper we extend the usual Hidden Markov Models framework, where the observed objects are univariate or multivariate data, to the case of functional data, by modeling the temporal structure of a system of multivariate curves evolving in time.
2020
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/1144847
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