A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series

Anastasios Petropoulos, Sotirios P. Chatzis, Stelios Xanthopoulos. A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series. Inf. Sci., 412:50-66, 2017. [doi]

Abstract

Abstract is missing.