C. Bracken, B. Rajagopalan, & E. Zagona (2014). “A Hidden Markov Model Combined with Climate Indices for Multi-decadal Streamflow Simulation,” Water Resources Research, 50, 7836-7846. Abstract: ...
Markov chains provide a fundamental framework for modelling stochastic processes, where the next state depends solely on the current state. Hidden Markov models (HMMs) extend this framework by ...
Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 51, No. 1 (2002), pp. 31-40 (10 pages) The paper demonstrates the use of functions provided by EXCEL for simulation of two ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 30, No. 4 (Dec., 2002), pp. 573-589 (17 pages) While the estimation of the parameters of a hidden Markov model has been ...