Search Results for author: Carlos Puerto-Santana

Found 2 papers, 1 papers with code

Context-specific kernel-based hidden Markov model for time series analysis

1 code implementation24 Jan 2023 Carlos Puerto-Santana, Concha Bielza, Pedro Larrañaga, Gustav Eje Henter

Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used.

Density Estimation Time Series +1

Autoregressive Asymmetric Linear Gaussian Hidden Markov Models

no code implementations27 Oct 2020 Carlos Puerto-Santana, Pedro Larrañaga, Concha Bielza

In a real life process evolving over time, the relationship between its relevant variables may change.

Cannot find the paper you are looking for? You can Submit a new open access paper.