Quantile hidden semi-Markov models for multivariate time series.

Luca Merlo Antonello Maruotti Lea Petrella Antonio Punzo

Published in: Stat. Comput. (2022)

Keyphrases

multivariate time series
hidden semi markov models
abnormality detection
semi markov
hidden markov models
anomaly detection
multivariate time series data
supervisory control
temporal data
categorical data
dimension reduction
temporal patterns
spatial structure
conditional random fields
pairwise
high dimensional