Partially Hidden Markov Chain Linear Autoregressive model: inference and forecasting.
Fatoumata DamaChristine SinoquetPublished in: CoRR (2021)
Keyphrases
- markov chain
- autoregressive model
- gibbs sampling
- markov chain monte carlo
- steady state
- gibbs sampler
- anchovy catches
- transition probabilities
- markov model
- random walk
- monte carlo
- stationary distribution
- state space
- monte carlo method
- autoregressive
- wavelet domain
- monte carlo simulation
- wavelet decomposition
- transition matrix
- higher order
- bayesian networks
- bayesian inference
- wavelet analysis
- parameter estimation
- optimal solution