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Hidden dynamics in models of discontinuity and switching

โœ Scribed by Jeffrey, Mike R.


Book ID
122303194
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
794 KB
Volume
273-274
Category
Article
ISSN
0167-2789

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Dynamic graphical models and nonhomogene
โœ Beatriz Lacruz; Pilar Lasala; Alberto Lekuona ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 153 KB

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.