Hidden Markov Models for multivariate functional data

Andrea Martino, Giuseppina Guatteri and Anna Maria Paganoni

Statistics & Probability Letters, 2020, vol. 167, issue C

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.

Keywords: Clustering; Functional data; Statistical modeling (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2020.108917

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