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Markov Switching Time Series Models
2012Abstract We give a review of time series with regime-switching, which look stationary over limited time intervals, but where the data-generating mechanism may suddenly change sometimes. After briefly discussing observation driven switching, we focus on Markov switching where changes are controlled by a hidden Markov chain.
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Asynchronous Fault Detection Observer for 2-D Markov Jump Systems
IEEE Transactions on Cybernetics, 2022Peng Cheng +2 more
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Markov switching model (in Russian) [PDF]
Quantile, 2013 We discuss the Markov switching model, one of most popular nonlinear time series models. This model involves switching between multiple structures that characterize different time series behaviors in different regimes, the switching mechanism being controlled by an unobservable variable that follows a Markov chain process.
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Markov Decision Processes With Applications in Wireless Sensor Networks: A Survey
IEEE Communications Surveys and Tutorials, 2015Mohammad Abu Alsheikh +2 more
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Extended Dissipative State Estimation for Markov Jump Neural Networks With Unreliable Links
IEEE Transactions on Neural Networks and Learning Systems, 2017Hao Shen, Yanzheng Zhu
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