Source Estimation in Time Series and the Surprising Resilience of HMMs.
Mark KozdobaShie MannorPublished in: IEEE Trans. Inf. Theory (2018)
Keyphrases
- hidden markov models
- multivariate time series
- accurate estimation
- parameter estimation
- robust estimation
- estimation algorithm
- real time
- quasi periodic
- fault tolerance
- speech recognition
- non stationary
- anomaly detection
- dynamic time warping
- monte carlo simulation
- autoregressive
- missing data
- maximum likelihood estimation
- long term
- viterbi algorithm
- multi stream
- database