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]
@article{PetropoulosCX17,
title = {A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series},
author = {Anastasios Petropoulos and Sotirios P. Chatzis and Stelios Xanthopoulos},
year = {2017},
doi = {10.1016/j.ins.2017.05.038},
url = {https://doi.org/10.1016/j.ins.2017.05.038},
researchr = {https://researchr.org/publication/PetropoulosCX17},
cites = {0},
citedby = {0},
journal = {Inf. Sci.},
volume = {412},
pages = {50-66},
}