Dynamic reconfiguration and transition of whole-brain networks in patients with MELAS revealed by a hidden Markov model. [PDF]
Yu Q +8 more
europepmc +1 more source
Phylogenomics of the American robin (Turdus migratorius) reveals hidden lineages and introgression
Phylogenomic analyses of Turdus migratorius uncover four previously unrecognized lineages, including a divergent Baja California lineage (T. m. confinis). The results reveal complex evolutionary relationships that depart from simple models of continuous divergence, supported by evidence of introgression between the Mexican lineage and its previously ...
Wendoly Rojas‐Abreu +5 more
wiley +1 more source
Helixer: ab initio prediction of primary eukaryotic gene models combining deep learning and a hidden Markov model. [PDF]
Holst F +13 more
europepmc +1 more source
We used a molecular approach to resolve the evolutionary lineages of Neotropical Triplophyllum, uncovering that current species circumscriptions are hindered by high morphological homoplasy in indument characters. Our results support the recognition of three new species and provide a necessary neotypification for T.
Mauricio Gonçalves Nunes +6 more
wiley +1 more source
The Gaussian-linear hidden Markov model: A Python package. [PDF]
Vidaurre D +6 more
europepmc +1 more source
A perspective on automated rapid eye movement sleep assessment
Summary Rapid eye movement sleep is associated with distinct changes in various biomedical signals that can be easily captured during sleep, lending themselves to automated sleep staging using machine learning systems. Here, we provide a perspective on the critical characteristics of biomedical signals associated with rapid eye movement sleep and how ...
Mathias Baumert, Huy Phan
wiley +1 more source
Hidden Markov model for acoustic pesticide exposure detection and hive identification in stingless bees. [PDF]
Otesbelgue A +5 more
europepmc +1 more source
Testing for Unspecified Periodicities in Binary Time Series
ABSTRACT Given random variables Y1,…,Yn$$ {Y}_1,\dots, {Y}_n $$ with Yi∈{0,1}$$ {Y}_i\in \left\{0,1\right\} $$ we test the hypothesis whether the underlying success probabilities pi$$ {p}_i $$ are constant or whether they are periodic with an unspecified period length of r≥2$$ r\ge 2 $$.
Finn Schmidtke, Mathias Vetter
wiley +1 more source
Momentum, volume and investor sentiment study for u.s. technology sector stocks-A hidden markov model based principal component analysis. [PDF]
Li S.
europepmc +1 more source
Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series
ABSTRACT We consider the problem of detecting deviations from a white noise assumption in time series. Our approach differs from the numerous methods proposed for this purpose with respect to two aspects. First, we allow for non‐stationary time series. Second, we address the problem that a white noise test is usually not performed because one believes ...
Patrick Bastian
wiley +1 more source

