Results 81 to 90 of about 101,818 (290)
Quasi-exact Approximation of Hidden Markov Chain Filters [PDF]
This paper studies the application of exact simulation methods for multi-dimensional multiplicative noise stochastic differential equations to filtering.
Eckhard Platen, Renata Rendek
core
International Journal of Finance &Economics, EarlyView.ABSTRACT This study aims to classify pivotal fintech innovations and explore the prospects and pitfalls associated with emerging fintech services extensively discussed in the literature. We conducted a multistage systematic review of research published on fintech over the past decade from a technological perspective. Using the Preferred Reporting Items
Muhammad Imran Qureshi, Nohman Khan
wiley +1 more source
Feedforward Factorial Hidden Markov Model
MathematicsThis paper introduces a novel kind of factorial hidden Markov model (FHMM), specifically the feedforward FHMM (FFHMM). In contrast to traditional FHMMs, the FFHMM is capable of directly utilizing supplementary information from observations through ...
Zhongxing Peng, Wei Huang, Yinghui Zhu
doaj +1 more source
Filters and smoothers for self-exciting Markov modulated counting processes [PDF]
, 2013 We consider a self-exciting counting process, the parameters of which depend on a hidden finite-state Markov chain. We derive the optimal filter and smoother for the hidden chain based on observation of the jump process. This filter is in closed form and
Cohen, Samuel N., Elliott, Robert J.
core
The stability of conditional Markov processes and Markov chains in random environments
, 2009 We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the signal is a Markov chain in a random environment under the conditional measure.
van Handel, Ramon
core +1 more source
Hidden Markov Quantile Models With Trends for Analysing Air Temperature Data
International Journal of Climatology, EarlyView.There is the question of whether climate change, expressed by time‐trends in temperature, is of a heterogeneous nature or not. Here, the time‐trend heterogeneity argument has been investigated using Hidden Markov (HM) quantile time‐trends models in temperature time series.
Georgios Tsiotas +2 more
wiley +1 more source
The Bayesian Hidden Markov Chain Modeling of the Ghana COVID-19 Blood Type Infection Distribution
Ratio MathematicaThis work uses the Bayesian Poisson-Hidden Markov Model (BP-HMM) to develop a model that properly describes the blood type distribution among newly diagnosed COVID-19 patients.
Joseph Johnson Kwabina Arhinful +3 more
doaj +1 more source
Extension of HMM-Based ADL Recognition With Markov Chains of Activities and Activity Transition Cost
IEEE Access, 2019 Ambient assisted living in smart home environments is becoming an important goal in an aging society with challenges in elderly care. A key component in such environments is the accurate recognition of activities of daily living from various sensor data.
Gregor Donaj, Mirjam Sepesy Maucec
doaj +1 more source
Bayesian segmentation of hyperspectral images
, 2007 In this paper we consider the problem of joint segmentation of hyperspectral images in the Bayesian framework. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently with common hidden ...
Féron, Olivier +2 more
core +1 more source
Efficient computation of updated lower expectations for imprecise continuous-time hidden Markov chains [PDF]
, 2017 We consider the problem of performing inference with imprecise continuous-time hidden Markov chains, that is, imprecise continuous-time Markov chains that are augmented with random output variables whose distribution depends on the hidden state of the ...
De Bock, Jasper, Krak, Thomas, Siebes, A
core +1 more source