1 code implementation • 24 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.
no code implementations • 27 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.