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Dynamic graphical models and nonhomogeneous hidden Markov models

✍ Scribed by Beatriz Lacruz; Pilar Lasala; Alberto Lekuona

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
153 KB
Volume
49
Category
Article
ISSN
0167-7152

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✦ Synopsis

We propose a dynamic graphical model which generalizes nonhomogeneous hidden Markov models. Inference and forecast procedures are developed. A comparison with an exact propagation algorithm is established and equivalence is stated.

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