Partially Hidden Markov Chain Multivariate Linear Autoregressive model: inference and forecasting - application to machine health prognostics.
Fatoumata DamaChristine SinoquetPublished in: Mach. Learn. (2023)
Keyphrases
- markov chain
- autoregressive model
- transition probabilities
- monte carlo
- steady state
- gibbs sampler
- state space
- stationary distribution
- markov chain monte carlo
- random walk
- monte carlo simulation
- markov model
- monte carlo method
- autoregressive
- genetic algorithm
- bayesian networks
- wavelet decomposition
- feature extraction
- neural network
- anchovy catches