Autoregressive hidden Markov model with application in an El Niño study

Hidden Markov models are extensions of Markov models where each observation is the result of a stochastic process in one of several unobserved states. Though favored by many scientists because of its unique and applicable mathematical structure, its independence assumption between the consecutive ob...

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Bibliographic Details
Main Author: Tang, Xuan
Other Authors: Miket, Milivoj J.
Format: Others
Language:en
Published: University of Saskatchewan 2005
Subjects:
HMM
Online Access:http://library.usask.ca/theses/available/etd-12232004-135619/