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Showing 1 to 1 of 1 for “"HMM-SDE"”.

  1. Off- and online detection of dynamical phases in time series

    Meerbach, Eike2009

    … be used to unify several hidden Markov model (HMM) variants. A combination of a Markov model for the change of dynamical phases with VAR processes for the modelling of internal flexibility yields into a procedure which we name HMM-VAR. We demonstrate how to combine HMM-VAR with Perron cluster …

    fu-berlin Repository record